Depends on what kind of server I think. If anything I type below is incorrect, feel free to comment. Right now I'm so tired I don't know if what I'm typing is even relevant.
Either you can do a temporary one directly from the game itself. You have the "create game" just beneath join game. Then ou will create a server that is linked to your own computer. Then your own internet connection will be the one that upholds the bandwidth to the server, and once you quit your game, the server will go down. It is your "client" that runs the server.
The other server is a static one and I think you need an entirely different program, one that can usually be downloaded at the same place as the client. This "server" server is usually more stable, is not based on your computer or its internet connection and usually runs better.
so go to bgmod.com and see if you can download a server program instead of a client program. That is how Teampseak worked for me at least.
Hope this gave you some insight.