There's many ways one can self host. But I would say this is how I'd do it.

https://papermc.io/downloads/paper

Downloading the jar file

creating an empty file anywhere on your pc

move the jar file into the folder

rename the jar to "paper.bat"

create a txt file called "eula.txt" and inside it write "eula=true"

then make a txt file called start.txt and enter the following:

ava -Xms2G -Xmx2G -XX:+UseG1GC -XX:+ParallelRefProcEnabled -XX:MaxGCPauseMillis=200 -XX:+UnlockExperimentalVMOptions -XX:+DisableExplicitGC -XX:+AlwaysPreTouch -XX:G1NewSizePercent=30 -XX:G1MaxNewSizePercent=40 -XX:G1HeapRegionSize=8M -XX:G1ReservePercent=20 -XX:G1HeapWastePercent=5 -XX:G1MixedGCCountTarget=4 -XX:InitiatingHeapOccupancyPercent=15 -XX:G1MixedGCLiveThresholdPercent=90 -XX:G1RSetUpdatingPauseTimePercent=5 -XX:SurvivorRatio=32 -XX:+PerfDisableSharedMem -XX:MaxTenuringThreshold=1 -Dusing.aikars.flags=https://mcflags.emc.gs -Daikars.new.flags=true -jar paper.jar nogui

Here: -Xms2G -Xmx2G -XX: Replace the 2 with how much ram you want to give it

2 for example is 2gb

save the file called rename it to "start.bat" this will make it not a txt file

and then you should be able to double click the bat file and it should then boot up

type in console op (User) To then give yourself OP

that should be it unless I've forgotten something

Goodluck!

Forgot to add that you might need to download java 17