I am new to the server side of things and any help would be greatly appreciated

Can somebody please explain to me how the server-side of things work? I am new to the this area and lack knowledge of how things work with web servers and what I need to install into my computer n everything. I need to create a website that requires a database and coldfusion or any other server side languages, but is uncertain of what I need to do to upload the site to a real domain. Is it that I need coldfusion or php to be installed on my own computer, or I just require coldfusion to be supported with the web host? And what about web servers like IIS? Do I need that installed in my computer as well? Any help would be greatly appreciated. Thank you in advance.

There are many tutorials on this subject, both here at DevShed and at other sites on the net.

Your question is too broad for an easy answer here, I think.