Here shows a really nice picture walk through tutorial on how to setup a web server.
The basic walk through is to install ubuntu server, setup the web services with LAMP. LAMP stands for Linux, Apache, Mysql and PHP, basically all the free stuff.
This tutorial also goes on to show you how to harden your system by installing a firewall, and hiding some of your information from the public.
Some of the basic stuff such as Sudo are talking about, also how to upload your website, and some of the basics of port forwarding are talked about. Great tutorial for beginners