The best way to start, in my opinion, is just download the specific dedicated server for the game and then find out what you need to specifically do for that game. For example, ports to forward, settings to change on your computer, etc. Also, if you plan on leaving it on 24/7, make sure to set it to never sleep so games won't ever cut out.
Another thing I would recommend doing is setting the server up with a static IP so your internal IP never changes. Proper cooling and a stable PSU are also a must. Sorry for the choppy response, just kinda spewed out thoughts