A server is just a computer that sits in the centre of some sort of network.
You say 'server' but that is way too generic. There are loads of types of server, and loads of different types of operating systems that run on them.
If you mean a WINDOWS server well that can be just an ordinairy PC running Windows XP, in the case of say a server in your home.
If you wanted a proper Windows server then you would probably install Windows Server 2003, although you can install it on any PC as long as it is reasonably powerful enough.
But to anwer your question, no you do not get free internet. You still need to connect to an Internet Service Provider (ISP) and pay them to supply the connection to you.