Set up on a windows server should be identical to setting it up on your local machine.
Just remote desktop into the server, download the source, configure the source and run it.
Boom, you're finished.
That being said... you described it as a domain which sounds like you may have bought the wrong thing. You need a windows based virtual private server or dedicated server in order to run most public conquer online source. Linux could theoretically work but is NOT for novices nor the public sources on epvp.