I presume that you would like to make public use of the new domain. Generally this is the purpose of securing a domain. If you just want it for your internal use, you can use it without permission and as long as the public never "sees" your DNS server and you never need to access the "true" domain, everything is fine.
OK. To use your domain in the public, you need to publicize it, the easy way is to find a hosting company that will give you an "all in one" solution. DNS, Email, Web (and sometimes more). After all, having published the name, you want to be able to receive/forward emails and host a vanity webpage. If you want to do it the hard way, you need to configure a DNS server the public can get to. It MUST have a static IP, because of the next step. After you have a fully configured DNS server with static IP, then you apply to the ICAAN to register your DNS server. Once you have your DNS server registered (btw, you should have two), then you go to your registrar and modify your domain settings to point to your new DNS server. Now when the public tries to reference your domain, their station contacts the "hint" servers which points to your DNS server, which tells them your IP. This is really a lot of work, and not recommended.
Beware, some registrars will offer to do hosting/email for a fee, which is often more costly than you can find elsewhere. Some/most hosting companies will do the registrations often included in the hosting charge. Dunno if I can plug... dreamhost.com offers one free registration with full unlimited domain hosting for under ten bucks/mo, and you get web/email/a linux shell account and lots more. I don't think they do .uk tho... So pick another domain and have two! No extra charge.
The direct (perhaps incomplete) answer to "why is this not allowed?" is that the
NS
records for your domain must be registered nameservers, meaning thensX.nic.uk
servers must be aware of them so that recursion works. – Greg Bowser – 2014-11-11T16:28:55.777