I want to change my sub domain to a domain I own?

I am new to websites and I own a domain and what to set it up to the 000websitehost.
I have read about how to redirect it from namecheap. Does the domain remain with namecheap or is it transferred over to webhost.
Thanks for any advice.

You can use nameservers, CNAME method or forwarding at your registrar.
All are in the tutorials section or information within the panel under set web address.