The answer is no. You can host your domain with one company and your website with another. The only reason you should consider hosting your domain at the same place as your website is if they offer a discount on both of them together. You might also want to use the same provider if you're just starting out and don't want to deal with transferring domains or managing multiple accounts. But once you get more experienced, it's worth moving away from your original host and switching over to another provider who offers better service or better pricing.