Can I create a SMF forum which is hosted by SMF server but my own domani name ? I don't know how to explain it
SMF Doesn't currently offer hosting, but there are plenty of free sites that do it or you can find a host in our host section or through Google :).
http://www.simplemachines.org/community/index.php?board=4.0 <Host section
Usually you can buy your domain through somewhere like Namecheap and then get hosting from them or someone else and put your forum on it. Your host should help you set up too :).
Did you have any special needs or requirements? A budget?
Well I have an own domain.... I just want to be able to have a host and just have my domain by just changing cname / a records.... where can I find it?
Jade pointed you to a board which lists the hosts who are known to support SMF.
Other than that, you are going to have to investigate hosts on your own. We do not officially promote or recommend any specific host - although I will cuation you that you get what you pay for... and free hosts are notoriously poor for running a forum site.
I am 100% sure you cannot get a free host with your own domain. Google and the community hosting area are the way to go.
Your domain should cost you no more than $15 a year, which is like $1.25 a month. I think you can find affordable hosting, anything up to $8 or $9 would be only $10 a month still for you to pay which is nothing when it comes to owning your own site.