What kind of server? There are many different kinds of servers, FTP, HTTP, NFS, NIS, FileServer, Samba Server and so on...
What are you planning on serving will determine what you want to install....? And this question in other terms is very vague, in which if you want to setup a web server, you could start out by reading the docs at a site like
www.apache.org if you decided to use apache as your web serving software.. etc.