Alot would depend on your server. If you have your own server, then you'll be doing this from the command line. Instructions are in the Docs here (click Docs on the left).
If it's a shared hosting account, you'll most likely have a control panel to do this, or you'll need to contact your host to set this up. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />