A dedicated server, or computing server, is a server where all the physical resources of the machine are available. Unlike a virtual server, which uses a portion of the resources to run its virtualisation technology, a dedicated server allows you to benefit from all of the machine’s available RAM, storage, and computing power. With cloud computing, we can also define this type of solution as "bare metal", highlighting the physical availability of the machine’s resources, in contrast to standard solutions based on virtual instances.
The answer to this question largely depends on two factors. Are you new to server technology and not very interested? In this case, Windows is the easiest option to get where you want to go. Do you already have experience with Linux or would you like to familiarize yourself with this operating system? If so, Linux gives you more freedoms to configure your server, and you will be using an operating system that is less vulnerable to attacks from the Internet. Linux is also open source and therefore free.