First configure your VPS - install SQL Server, restore your DB backup for your server, etc.. And remember, you have to configure your SQL Server to allow remote connections from other machines in your firewall (WebHosting accessing your SQL Server via Internet) on port 1433 (default port for SQL Server) or you can change the port to whatever you want.
Then, after you've configured your VPS, upload your CMS to your FTP on your webhost, install it, and use the IP or domain(in case you have a domain with an A Record pointing to your VPS) from your VPS, your SQL Server port, etc... and follow the instructions further.
For other things, use Google and search for tutorials. There are plenty.