Blogging is also known as article marketing. It is a great way to educate your customers about your topic. An educated customer is a better consumer.
Blog posts are usually created right on your website. Your blog is an integrated part of your website.
Some systems are not set up to handle blog posts. If you have one of those types of websites you might consider upgrading to a modern system. Another option is to use a microblogging platform instead.
Having your blog be part of your website will get you better results.