The website we create for you is yours and you can do what you like with it, including selecting the website host (depending on the system used). We hope you will use us for website hosting because we provide a good service but will provide you with access to the site.
If the site is using a open source solution, such as WordPress, the site may be transportable which means it can be moved to another website host rather easily. If it is using a proprietary service such as Shopify or BigCommerce, then the site needs to remain on the respective service.