Once you get a web host, they will give you the DNS information for your account. You then go into your domain management here and change the DNS records to point to the new web host. It will take 24-72 hours for that change to propagate through all the world-wide internet nameservers and then you can put together the blog on the new web host. Typically the DNS changes will settle down after 12-24 hours, but sometimes it takes longer. It just depends on how busy the internet nameserver system.