We don’t know if you are using self-hosted WordPress, localhost or wordpress.com.
Read about the differences between WordPress.COM and .ORG: WordPress.com and WordPress.org — Support — WordPress.com to determine the differences and find out your options for registering a domain.
You can register a domain using wordpress.com along with using that service. If self-hosted WordPress, use one of the common domain registrars on the web: http://www.google.com/search?&q=domain+registration