Most lenders will require that you hold a homeowner's insurance policy. The escrow company will ask that you provide them with proof of a policy for their records early on. Start shopping around and get quotes for your new home early on so you can make a decision and provide this info to the escrow company. You may want to get quotes with your cars at the new insurance company as it may be cheaper to move all of your insurance needs to one company.
Once you decide on a homeowner's insurance company and purchase the policy you will need to write down the policy number, your coverages and premium amount and provide those to your escrow company as well as the lender. The insurance company will also send a letter to both parties but should do so as well to make sure they have record of it and move forward with anything they may need to in the meanwhile.