Hi there,
You don't need to name the WordPress.com blog the same thing as your intended domain, although you certainly can! Your blog could be photography.wordpress.com and you buy the domain orange.com to go with it (I'm sure neither of those are available, however!)
I didn't see that blog associated with your account, but you can start it, and add the domain. Here's more about domains in general:
http://en.support.wordpress.com/domains/all-about-domains/
Does this help you, or do you need something else specifically?