Can you create a Stand alone server for your game?

Can you create a Stand alone server for your game? Kind of like Minecraft, where you can host your own server on a dedicated machine to play on, as opposed to running everything on one player's machine,Or using an official one? If so, how would you go about doing this?

I apologize for any mistakes on posting this, as I am new to this website.

Thank you in advance, Matt.