How to set up a server

I followed the directiosn but because I am tso literal I an have issues. Can someone direct me on how to set up a server in step by step instructions as I am a littlet lost as I keep getting Cant find session manager. Not sure on what I am doing wrong. Also I get

How does your server folder structure look like and how are you running it?

I think I am doing somethign wrong not too sure what it is.

cd C:\FXServer\server-data
..\run.cmd +exec server.cfg

Thank you

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