not able to connect my website and my domain

hey, just joined yesterday.  Started working on the website while the domain was processing.  Found out that the website is one of the internal ones and not connected to the domain.  Can't seem to get the website to load onto the domain.  Only option that I could find was to go to the website settings > domain, and then click "domain I own" but when I try to do that I get an error message.  It's ironic because I see multiple ways to buy a domain for the website I have, or to make a new website for the domain I bought, but connecting the two together that I made at the same time seems super difficult.