Help Changing the A Record?

I am not sure if this is the right section to post this. I am an affiliate for a "toy" company. I am building my site through their platform. I can either use the affiliate link that they provide or use my own domain by changing the A Record to point to their IP. I purchased a domain and I contacted my host and had them change the A Record, I have entered the domain name into the companies platform but now my domain shows an "Index Of" page instead of the site that I am building. I contacted my host again to see if they could help me, but they have no clue what I am talking about and honestly neither do I. I know how to do a redirect to the site but the "toy" company says that it should not be done that way because it may cause errors with tracking. I don't know if I should continue trying to set it up the way I am or if I should do an iframe. Does anyone have any ideas how I can fix this? I am a noob and am not sure what to do in order to fix the problem. I appreciate any advice.

PM me your details if you like... I can help, easy job and its free!