OP - If you are using a standard "managed" hosting plan (most likely), you will need to do the following:
1. Add the domains
2. Point the domains to your hosting provider's namesevers. Note: this is done through your registrar, which may or may not be the same as your host
3. Add content. The easiest way to do this is by uploading the files via an FTP program, e.g. filezilla
Also, check out the help section on your host's website, or give them a call.