I have a domain name from my previous webhost namely Teammediaonline. i had a website with them. i have a new website with another host now. i have already transfered all my file to my new host.

Can someone please tell me how i can link my domain name to point to my new website?

Go to your Domain Name control panel and change it's current Name Servers to your new hosting Name Servers.

If you don't have access to the control panel then email your old hosting company and either tell them to give you access or make them change the Name Server. Ask nicely, or they may lead you on a goose chance.