When you get a web server (VPS or dedicated), you need to setup your web server software(Apache, nginx, IIS, etc) & database server (MySQL, MSSQL, marionDB, etc)
From here, there are many other things you may need to do, it just depends on what you need for your website. Install SSL certificates, email server, Caching, firewall, etc, etc, etc.
You can also install a control panel (cPanel, Plesk, etc) which will make a lot of these tasks much easier.
"Is it easy", well that depends on your experience, and your willingness to learn!
Another option is to get a managed server, or hire outsourced server support that will handle these initial setup tasks for you, and help with problems along the way.