A Dedicated server can host the primary and secondary domain name. Most registrars store the primary and secondary domain names (NS1.EXAMPLE.COM and NS2.EXAMPLE.com) along with the IP address as a special entry for a Domain Name Server.
To request the addition, simply log in to the domain name management system at the registrar and make the request. This system is usualy a website, like
Installing and configuring Microsoft DNS is a detailed process. Another source of information is available from the Microsoft's Support Website