Yeah that's right. You can use other webserver if you like. Control panels won't teach you anything: they are made for users, not sysadmins.
Read the manuals for apache httpd if you are going to use it, but i personally use and recommend nginx: i find it quite easier to configure just to host static content: a bit harder to configure it to run PHP/etc on FastCGI but it's all covered in manuals, same for apache httpd.
If you will have any specific problem with configuring those, you can post it to Server