A domain register will "register" the name that you want. All this does is set a record in the master servers that control how the internet is addressed. Basically it's like declaring a street address.
A web host will allow you to setup a file system that can become a website at the domain you registered. Basically they handle the actual delivery of your web site content. Think of them as sort of a land lord.
Many web hosts also also domain name registration which can make things easier.
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