HELP!!!

So…I purchased a domain name through wordpress.com & I added on the CSS upgrade as well so that I could gain access to plugins. Problem was, I still couldn’t access it! So Ivinstalled ww.wp.xz.cn onto my desktop & I tried to export my blog from wordpress.com to the .org version. I got that and I’m basically having to start from scratch as far as the theme part goes (and that’s okay.) but what I am confused about is how to transfer the domain name I purchased through wordpress.com? Do I have to purchase a new domain name? Do I have to delete my blog from wordpress.com? I tried to change the general settings tab but then that caused an entire mess that resulted in me having to reinstall wordpress. Can someone please help me?! I know nothing about wordpress and it has been nothing but hair-pulling confusion. Thank you in advance.