Who did you register it with?
Usually, you need to log onto the account you have with the domain registrar ie) Godaddy.
If you actually own the website where your forum is based, then you'll need to change the nameservers over. Your web host will be able and willing to tell you what these are.
If you've just bought a website url and want to forward that to the forum, most registrars have a forward link on the domain management. You'll no doubt have a log on and control panel for your registrar, so this is quite straight forward.
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