Depends.
If you want an uneditable, stable flatfile server, which you set up and let it run and can't change anything after that, you just download the package, set it up, and run it, and leave your computer online 24/7.
If you want an editable server, you can use SQL (albiet experimental) with the dyna server. I haven't had a crash yet with 531. You can then edit stuff while the server is running. It may require a few hours and lots of hard work to set an SQL server up, though.