Connect WordPress.com Blog To My Real Website

I had been running a blog under the free version of wordpress, and now transferred to a real website with my own domain. When setting up the website, I started fresh with no pages and my home page as the first page others would see.

Currently, I am having a bit of trouble figuring out how to connect or even make–a blog page on my new website. Is there any way I can have my old blog on my new website?

Or must I make a completely new blog and take down the old one? That is fine too, I just cannot figure out how to do it on the “X” theme!

Thank you in advance for your help.