Note: Before setting this up, I suggest you have your DNS configured at your domain registrar, by either setting up custom DNS, or pointing A records.
Log into your DirectAdmin
Under Server Manager, click on Administrator Settings.
Click on the 2nd tab called Server Settings.
In the Server’s Hostname field type in your desired hostname ex: server.mydomain.com
In the NS1 field type in ns1.mydomain.com
In the NS2 field type in ns2.mydomain.com
Also, while you are here, you can set your time zone as well if you like.
Click on the green save button below.