There are 2 basic approaches to this step

You need to download SteamCMD and install it
https://steamcdn-a.akamaihd.net/client/installer/steamcmd.zip
create a cmd or bat file with the following contents

For experimental:
steamcmd +login anonymous +app_update 530870 -beta Experimental validate +quit

For regular Alpha:
steamcmd +login anonymous +app_update 530870 -beta None validate +quit

run whichever of those you created, that will download and install Empyrion Server


The other way to go thru the Steam Launcher
Click Library then Tools
browse for Empyrion - Galactic Survival Dedicated Server
right click it and click Install

If you want Experimental (after you have installed the server software, see above)
Click Library then Tools
browse for Empyrion - Galactic Survival Dedicated Server
right click and go to Properties
Betas tab
switch to Experimental

Empyrion server Auto Update Tools - V1.1.4.0
https://empyriononline.com/threads/empyrion-server-auto-update-tools-v1-1-4-0.26031/

Dedicated Server Tool
https://empyriononline.com/threads/dedicated-server-tool.3380/

I don't know anything about these tools, but these forum posts might have details.

Find the folder where the server is located
it will be in
...\SteamCMD\steamapps\common\Empyrion - Dedicated Server


the easiest way to find it is to
Right click Empyrion in Steam Launcher go to Properties
Local Files tab
click the button labeled "Browse Local Files"
go up one folder
then open "Empyrion - Dedicated Server"
C:\Program Files (x86)\Steam\steamapps\common\Empyrion - Dedicated Server

we need to create or edit dedicated.yaml
to create the file all you have to do is Start the server software

double click EmpyrionDedicated.cmd
wait for that to finish loading then close it
you should now see Dedicated.yaml

You MUST edit this with a programmer's text editing tool like Notepad++ (WARNING: Do Not Use Regular Notepad!!!)
https://notepad-plus-plus.org/download

Download Notepadd++ and install it
use Notepad++ to open Dedicated.yaml
In the bottom left of the Notepad++ window, right click and set that to YAML so Notepad++ does error checking and correction for you.

The Line we are looking for here is around line 17
make it say False, do not use the tab key for anything.
Srv_Public: false
this will hide it from the public.

change
# Srv_Password: Abc
# Srv_MaxPlayers: 8
to
Srv_Password: SomeReallyHardToGuessPassword
Srv_MaxPlayers: 1
by removing the "#" symbols, set a password and set max players to 1.

Spaces are VERY important in Yaml
using Tab in Yaml is forbidden (breaks things)


Dedicated Server Tool
https://empyriononline.com/threads/dedicated-server-tool.3380/
first post says he has a tool to help with Dedicated.yaml setup

Create the mods folder, it doesn't exist by default

SteamCMD version, it goes here
..\SteamCMD\steamapps\common\Empyrion - Dedicated Server\content\mods

SteamLauncher version, it goes here
C:\Program Files (x86)\Steam\steamapps\common\Empyrion - Dedicated Server\content\mods

Now all you have to do is create a folder in the mods folder for each mod

Example:
EPM, which is necessary for EAH goes in
..\SteamCMD\steamapps\common\Empyrion - Dedicated Server\content\mods\EPM
or
C:\Program Files (x86)\Steam\steamapps\common\Empyrion - Dedicated Server\content\mods\EPM

each mod must be in it's own folder
the mod is the DLL file
there can NOT be more than one DLL file per mod folder

See the section of this guide for Available Mods

Start the server as described above by

double click EmpyrionDedicated.cmd

double click EmpyrionDedicated.cmd
(I'm not sure if there is an easier way to do this, I prefer SteamCMD)

start Empyrion as normal
go to Multiplayer

in the text box "Direct IP and Port" which is next to the "Connect" button, type in
127.0.0.1:3000
(the IP address means "This Same Computer" and the port is whatever is listed in dedicated.yaml, 30000 is default)
Now Click "Connect"

Done
Enjoy

Xango's mods
https://www.patreon.com/Xango2000

[Mod] SpotGuard
https://empyriononline.com/threads/mod-spotguard-v1-0.37433/

EAH (Empyrion Admin Helper)
https://eah.empyrion-homeworld.net/

Simplified Mod API Framework
https://empyriononline.com/threads/simplified-mod-api-framework.36774/
or the newer version by Elmorti
https://empyriononline.com/threads/zucchini-universe-released-empyrionmoddingframework-1-0-new-refreshed-and-simple-mod-framework.95835/#post-419031

[mod] Simple Admin Tools
https://empyriononline.com/threads/mod-simple-admin-tools.36935/

[mod] Mod Hotloader!
https://empyriononline.com/threads/mod-mod-hotloader.35582/

Suicide Command
https://empyriononline.com/threads/suicide-command.33975/

[mod] Inventory Sorting
https://empyriononline.com/threads/mod-inventory-sorting.33880/

[mod] Crew Progression
https://empyriononline.com/threads/mod-crew-progression.33872/

Empyrion Chat Command Manager
https://empyriononline.com/threads/empyrion-chat-command-manager.33728/

Python API
https://empyriononline.com/threads/python-api.11310/

[MOD] Bounty
https://empyriononline.com/threads/mod-bounty.10840/

[MOD] Lottery
https://empyriononline.com/threads/mod-lottery.10839/

[MOD] PermaDeath
https://empyriononline.com/threads/mod-permadeath.11202/

Network Connected Mods
?? Ask Mortlath ??