The only thing must be done is to edit your domain name DNS zone and add one or more TXT records into it. The proccess of editing the zone depends on DNS provider supporting your domain name. Often the domain name registrar is the DNS provider.
To link your .ART domain name to a Ethereum address - your wallet or any smart contract - add a TXT record into the domain name DNS zone. The name (host) for the record is "@" if you wish to link your domain name or any subhost name ("vault" for example) if you wish to link a subdomain (vault.yourname.art for example).
The value of the record is "ENS a=60;<eth-address>".
Examples
To link yourdomain.art to ethereum address 0x748c694aCEc977F4e1C98247c9895EDAa2d9a0fe add the TXT record
Having the network ID and the address your TXT record value is:
For example, if you are linking a domain to bitcoin address 1yGPm5L9ONIfwHSM94ytt1prBprxYrzfM2 then the TXT record value is:
Step 3: add the record into your DNS domain zone
Please see links above how to add a TXT record into the zone for most popular registrars. If your registrar is not in the list you can contact their support.