From the sound of what you talked about with lean in chat, you have the dedicated server executable file and you can run it? When you open it, I assume it launches a command prompt, which you should be able to type commands into.
The files for it are probably either in your program files or appdata. There you'll find settings files and whatnot. You probably need to create your own server_info.cfg and settings_custom.cfg files to use so you don't have your settings overwritten on a server update or something.
You can use some settings from my basic server setup file to get auths and whatnot working.
Side Note: You are going to need to forward the server port. If you left it as default, it should be 4534. It'll need forwarded to your internal IP address under UDP. Also, make sure your internal address is static.
Static IP Guide: http://portforward.com/networking/staticip.htm
You can also find guides for forwarding ports on your router there if you happen to need it. For anything else, or file locations or anything, check the wiki. It's all listed there if I remember correctly.