If you install Linux on the server, then the server will be running Linux. If you install Windows, then the server will be running Windows
Which type of "server" are you aiming to run? i.e. FTP, HTTP (Web), IRC, LDAP, etc.... which services do you wish to make available??
Windows and Linux can both be used as "Server" operating systems - it really depends on exactly what you're trying to achieve - Linux is renowned for being a very stable and (mostly) secure OS.
Cheers
ZB