A server - computer that is always on. What you do/put on the server is up to you. Where the server is located is also up to you.
You can build/run your own server at home or work, or you can rent a space in a colocation and host your server there.
Or you can rent someone else's server if you don't have your own. Or you can rent a virtual machine that's on someone else's shared physical server.
Basically once you have your server (it can run windows, linux, whatever you install/rent), you'll open a browser on it, log into your game, and leave it on. Going to recommend not using windows, as it tends to restart itself for updates and not turn back on unless you really know what you're doing.