When you registered your domain with some domain provider (aka registrar), you were likely asked to provide the nameservers or DNS Servers that answer for your domain. These would also be called the Authoritative nameservers. I'd guess that it's either that domain provider or else it's GoDaddy.
Whoever owns/runs those nameservers is who you will have to give the IP address that GoDaddy gave to you along with the hostname you wish to use; such as www.yourdomain.com. They will configure it in the servers so that www.yourdomain.com resolves to your new GoDaddy IP.
If you are already able to SSH into your Linux host (or if you have another *nix host), run this from a command prompt:
dig mydomain.com (or whatever the ending is).
You will see a section called the ANSWER section, you should see "SOA" and after that will be the nameserver(s) who are Authoritative for your domain.
Alternatively, you can go to GoDaddy's front page, click in the Search box, and in the dropdown select the "Whois search" and type in your domain name. In the resulting page, scroll down to where it says "Domain servers in listed order:" and it will list the Authoritative nameservers for you, which should help indicate who is managing DNS for your domain.