Do you have your own domain name? If not, buy one and have it hosted somewhere. Then just add your forum. In the example you listed, the forum is in a folder called phpBB3 on the server wherever the domain krinlabs.com is hosted.
If you are planning to use phpBB3 for your forum, make sure that whoever you host with provides MySQL in the package. PhpBB3 needs and requires MySQL to run.
Hope this helps,
Vance