They do work together.
When the cog comes in, grease the hub threads (or the parts) and then thread the cog on regularly (on the fixed side, which as the two sets of threads, one smaller than the other on the outer). The lockring goes on top of that, on the smaller set of threads and goes in the opposite direction to thread on, thus securing the cog on the hub.
Be sure to crank the cog down nice and tight with a chain whip and the same for the lockring (with a BB lockring tool or a lockring tool). Ride around a little, make sure there's no slippage (if there is, tighten some more).