Start your own "Minecraft" server by downloading the server program from the game's website and then installing it on your computer along with the base "Minecraft" game, ensuring you configure the game to match your server's settings. Alternately, you can pay a third party to host your server for a monthly or annual fee.
Creating your own server on your computer involves downloading the .JAR or .EXE server application from Minecraft.net and following the installation instructions for the respective program. The .EXE file is only compatible with Windows computers, but it features a visual interface and fewer requirements to get up and running. The .JAR file, which is a pure Java program, runs on any operating system but involves a greater level of technical knowledge to establish its connection to the Internet and allow it to communicate with other instances of the game. After installing the software, the machine must be on and connected to the Internet in order to allow players to access the server.
When using a third party hosting service to create your own "Minecraft" server, you do not need to complete any configuration steps beyond providing a name and choosing the version of the game you wish to run, along with any optional game modifications. You pay a fee to have constant access to the game world and the ability to contact the hosting company with any support or maintenance issues.