Almost every web hosting company also offers services on domain name hosting. It's not necessary that you use the same company for both web and domain host, but from my personal experience, I'll advice you choose the same company for both as it will save you a lot.
Some people choose to purchase a domain from one host then transfer the domain name to their web host account. In my opinion, it's just an added stress to the effort of working with multiple hosts. And besides, most web hosting companies usually offer a free or discounted price on a domain if you choose to host your web with them. It's the best decision to make because using the same host as said will save you money and the stress of dealing with multiple hosts.
There's also the issue of technicality and reliability when it comes to hosting. Sometimes one of your hosts servers might be down if you choose to host your domain and web seperately, making it difficult to reach your website even if the other host servers are up. Dealing with one host on the other hand will definitely avail you from such situations, at least you'd be certain of where any problem is coming from.
The above mentioned are probably the most important factors to look into when deciding to host your web and domain with one or seperate hosts.