Most people will never need to do this as public servers abound, but if you do want full control – to host a local LAN game or use a specific legacy version (such as the last Oculus Rift compatible server) – you can indeed download and run your own local network dedicated server.
Note that this isn’t strictly necessary either: the easiest way to run a LAN game is to select Open Game to LAN from the menu when in a single player game.
If you wish to run a dedicated server or have some other requirements, you’ll need to download the server.exe from Minecraft.net/download, which is version specific. Only the latest version is available from the site, but if you manipulate the URL you can download previous versions.
Upon first launching the server executable, a number of folders and text files will be created in the same folder, so it’s good idea to move it to its own folder somewhere on your hard drive first. The first launch will fail, but that’s ok. It’s made a text file called eula.txt, and you’ll need to open that up and change the false variable to true to indicate that you accept the terms of the license agreement.
Minecraft only costs about $25 and is worth every penny, but if you do have unscrupulous friends running unlicensed copies with whom you’d like to play a local LAN game, just open the config file and change the online-mode to false to bypass any authentication.
From the multiplayer menu, you may not see your server listed, so click Direct Connect. To play from the same machine as the server is running on; simply connect to the address localhost. Connecting from other machines will require you to type in the full local IP address, something like 192.168.0.x. You can find this by typing ipconfig from a command prompt.
You should have all strategy you need now to get started with Minecraft – to survive the first night, find the ways to fight the monster, to start creating your world of imagination, mining and establish yourself a food supply.
I’ve referenced the The Gamepedia Minecraft Wiki multiple times already in this guide – I use it as a constant source for recipes or specific farming practices. Also, a good portable resource to keep beside you for quick reference is Explorer HD($2.99) for the iPad.