Hi Pyro,
First of all, do you mean that you want to make a server as in set it up, or actually build it (as in hardware)? And, what kind of connection are you planning to use (DSL, Cable, etc.)?
If you just need to know how to set up and install a server, then this
guide very helpful. It describes step-by-step how to make a small web server on a DSL or Cable connection.
Also, here is
another article on how to build a home server.
Hope that helps.