OS-X Server uses Apache for web hosting, but as others have mentioned, it shouldn't matter with regard to buying the domain name. Perhaps they're asking so they can provide some setup guidance. Also, many people register a domain and have a 3rd party host it.
Regardless, and as another poster pointed out, setting up your own host properly requires at least a minimum amount of research and education.
For instance, are you hosting your own DNS and mail service? Will you need a static IP? (You would need to get that setup through your ISP, and it would be easier to have the IP when you go and register the domain.)
There are some important security issues that you need to be aware of (I don't know the current ML Server defaults as I'm running an older version). In light of recent DDOS attacks exploiting recursive DNS, it's very important to have that configured correctly (normally only allowing recursion for the local network).
I would also recommend using a different Mac for your server than your daily work machine. You'll also need to think about whether you are going to use the Mac server itself as a gateway or setup your router so the server can be accessed from the Internet, the latter probably being the better way to go.
(I got used to having the machine be the gateway because of lower cost at the time. It was a 1998-ish, home build PC running Linux. In 03 I switched to a B & W Power Mac running 10.2 server - and it's been running virtually 24/7 since then. Gettin' ready to upgrade it to a G4 so I can run 10.5 server. I don't have much traffic except for some email, so I don't need much horsepower. I'm only upgrading to run more current software and provide me with more up-to-date security and anti-spam options. I'd rather my bucks go into my day to day machine - just upgraded in Feb to the rMBP in my sig. Sorry for the rambling and wandering off-topic..must be the late/early hour

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