In this case its either enom or namecheap, if forget because namecheap resells enom, not sure if they have their own default dns.
Just go into your domains control panel on namecheap and add a TXT record with that the message is telling you. The message tells you exactly what needs to be done, contact namecheap for domain support if you still need help.
is i should upload website file in Dedicated server ?
if yes, where i should upload files
Your domain now appears to not have a A record. The best thing to do is speak with the service provider as to what you wish to acomplish.
You have not stated a ultimate goal here as to what you are trying to do, since the questions are somewhat sporadic as to the help you need the best thing to do is perhaps speak with the service provider.
The A record is edited in your domains zone file which tells the world where you webpage is.