Running a server is a little complicated. You have to configure the .gf files and set up you campaign parameters. Practice editing the campaigns in SP games first, then you will know how to do a MP game.
It's not like starting a server for a FPS game. There is very little documentation on this matter last time I checked. Start by opening the GF files with a hex editor and view how the out of box server is configured. There are some notes here and there on what some of those parameters are.
There is no GUI interface for the server, it's all command line and text files to configure it. When you first start the server, it will ask which campaign to start. Also be sure to use log viewer to see the progress of the server, or else you won't see anything and it will appear to not be doing anything.
Another thing to determain is what kind of DB you will run, father a flatfile (easy, simple, less flexability and higher server load) or SQL (little more complex, but with way more options and can handle more players than a flatfile server if using different computer for DB).
The server is really a database manager when it comes down to the basics. It takes a while to learn and get used to it. But if you have any programming backround, then this will be fairly simple. Thankfully I've done things far more complicated than this so it was fairly easy for me, except it took me a while to understand how the economy and ship/base building worked.
The only real way to get into it is to study every file the server uses in it's configuration. Then you will start to understand. A great way to test a campaign is to set one up in SP and try it out before testing it on a server. And trust me, it takes a fair amount of testing online to work out some bugs, just ask anyone who's hosted a server that wasn't configured as is.
Good luck, study a bit, and pass down your Q's and people will help. After you get it going, you might want to get on the Dynaverse Administrators group. It's a group that exhanges information regarding the servers. But you need to get your feet wet first before signing up with them. I went almost two months running my server before I got on their list. And I used to run the 2nd largest on SFC-OP. I am going to be hosting or at least be involved with another server soon.