set up my domain

“I am using the wordpress link they gave me” Who? Where have you set up a WP site?

sorry, it is namecheap

sorry I am confused. I created a site at wordpress and they were linked to namecheap so not just trying to take my godaddy domain and hook it up to the hosting I am using

I guess I have to wait 60 days to transfer a domain, this is what I am finding out

That’s to transfer the registration, but you can point it to wherever you want at any time.

Can you tell me how I would do that?

Where are your DNS servers hosted?

godaddy

OK, then. Login to your GoDaddy control panel. This is not a WordPress question, so I suggest you continue with GD tech support.

but I am trying to use wordpress with my site so yes it is kind of a wordpress question, it is fine I can get help elsewhere.

But the specifics of how to set your DNS correctly are outside of WP.