Domain name Transfer for FTP access

I asked this at wordpress.com’s support site and I didn’t get a reply. So Maybe I should have asked this question here first.

Hello, I’m a new user to website creation and hosting but I’m eager to learn.
I’m having trouble with getting traction on starting the whole process though.
I purchased a domain name from WordPress.com, I’ve been following the guides on www.remarpro.com’s sites on how to start up but came to an early stop when I tried to use Filezilla to connect to the host for the FTP.
I then realized that WordPress.com and www.remarpro.com are different entities entirely.
So now I’m stuck and I can’t figure out what to do from here.
I guess I don’t understand domains or how this whole thing works very well.

Can I use the domain I bought from this wordpress.com website for www.remarpro.com or will I have to buy/transfer a new domain somewhere else? Or can I use the domain I bought here to go to a host somewhere else using WordPress and FIlezilla to manipulate the themes?

I suppose what Im asking is
How can I keep the domain address but get FTP access with filezilla and the www.remarpro.com tools.

Much appreciated
Daniel