Ok, be specific on the games and apps.
I've been doing CS servers for a while, tho I am not the expert at bandwidth and applications. Just a note.
You get a computer, you install an OS, connect it to a network (or something that leads to internet, a fast internet connection). For a CS server, you need to download the server files, client sides, and admin files.
A forum much like this one or PHPBB2, invision, etc. would require you to install PHP, MySQL, and Apache.
You can buy a book on this, I have a book entitled "Sams Teach Yourself PHP MySQL and Apache in 24 hours". It's a great book, and by 24 hours it doesn't mean a day, it's more like saying 24 lessons; they go by hour 1, hour 2, hour 3, and so on. I believe it takes a little more than an hour to fully understand an 'hour', at least for me.
Now your thinking, "Well, if I have a server, how do I let people go to it and what about domain name?".
Well, it has an IP address. People can access through IP addresses. You can order a domain and point it to your IP address, effectively like any other site on the web, when you type something like yahoo.com, it will take you to an IP address (for example) 1.234.56.78, but yet it doesn't display that.
"What about hosting that I don't have physical access to? (Such as shared hosting, or something offered by a site)."
The tide turns on you, now it's harder to set up a game server rather than a forum and a site. You will require Shell access for a game server (I'm not quite sure how to do this because my remote server; I own some shared hosting and a .com in which I pay someone monthly). Somehow with shell access you can get your game server up and running. It's very simple to set up a forum or something that requires technolgies installed on your own 'physical' server. These technologies are usually available.
I'm sure some other people can help educate you a little better. I may be to answer a few more questions.
