The second step to using private nameservers on a VPS is to set the DNS on the server itself.
Once you have created the private nameservers at your registrar
You will need to:
- Create A records for the nameservers in your DNS Zone
- Make the NS records for the domain(s) point to the private nameservers.
- Possibly configure other options in the hosting software to default to using the private nameservers for new domains / accounts on the server.
The exact steps involved vary by software, here are a few options
Once this is set up your domains should point to your VPS within the next 12-48 hours.