You said you only wanted to move the webpage (assuming only 1, and assuming it's static html) and the domain. As for the domain, you should have registered that with a registrar who may indeed be your current hosting company. Either way, you don't really need to set up DNS unless of course you are certain you do (in which case, you may want to ensure that your registrar/current hosting company no longer is assuming they are hosting your site name...). If you are certain, please tell us which DNS server you installed, and what version of that server. As for httpd, I'm going to take a stab that you have apache and point you to the docs on apache:
Be sure to check the version number when looking up the docs. If you have specific questions, such as how to share a file, please feel free to post a follow up to this with more specific questions. A bit of general guidance though:
Apache's conf files are generally located at /etc/apache OR /etc/apache2 depending on which version installed.
Be sure to read the documentation thoroughly to ensure you don't misconfigure the server. However, should you be unable to start the server (which should be able to be started with a command similar to /etc/init.d/apache2 start) an error message should let you know what's wrong in your conf file(s) and you will need to fix them.
Good Luck, and it's certainly going to be a bit of trial and error at first
Oh, and last thing, migration:
If you only have a static html page, you can simply grab it with wget via the command line:
wget -c -m http://yourcurrentsite.com
And it should grab all the files associated with that index page as well as the page itself.