1. Pick two unique ips from your dedicated server. Yes, you need two.
2. Login to the control panel for your domain registrar. If your hosting provider did this for you then they will need to make the following change.
3. Look for an option that says "register nameservers". Different hosts put it in different places.
4. Add NS1.DOMAIN.COM -> <first IP from your machine>.
5. Add NS2.DOMAIN.COM -> <second IP from your machine>.
Done. You've just created nameservers. It may take a bit of time for your host to update the root NSs, although typically this happens pretty fast.
This is also assuming you are running a control panel such as cPanel or Plesk. If you're not, then there's a few additional steps you'll need to take to make sure your server answers DNS requests. If you can tell us a bit more about your setup, then we can help you with this as well.