Changing Domain (from free subdomain to real domain)

I was just wondering what I have to do to go about changing from a free hosting subdomain (https://pandt.net16.net) to a real domain (https://blahblahblah.com) do I have to change the settings>WordPress address (URL) or the settings>Blog address (URL)

If so, when do I change these? Before I switch to the real domain? After? If I add the domain, then try to switch the setting but wordpress stops working, is there a file somewhere in the php files I uploaded that I can edit this new setting into?

Thanks for any help you can provide.