A domain registrar is the company you register and renew a domain name through: Namecheap, GoDaddy, Porkbun, and others. Registering a domain is a separate purchase from hosting a site, and the two do not have to be the same company.
By default, your registrar also answers DNS questions for the domain. Point the domain's nameservers elsewhere and that changes, but the registrar remains the place you renew the domain itself either way.
For where to add a record depending on where your DNS actually lives, see connect a domain you already own.