What's the difference between A Record for domains and servers?

So I got in over my head by signing up for an unmanaged VPS- I'm a web developer and haven't dealt a whole lot with server administration. I'm stuck on creating zone files, which I've been told needs to be done via SSH. Anyway, one extremely confusing point is creating an A Record. I noticed that this exists both in vps zone files and for my domain control panel. What's the difference? Which one do I need to modify?

Thanks!

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