You download the soldatserver260.zip from the Soldat website, you unpack it, then you open/edit the soldat.ini -file to match your needs, set gamemode, max players, port, admin password etc. Then you open mapslist.txt, add some maps.
(Be sure not to leave ANY spaces after/before the map name, and NO empty line after the maps, and write map names correctly, e.g.:
Flashback
Arena
Rok
NOT LIKE THIS:
flashback
arena
rok
It is case sensitive, as far as I know.)
Then you should be ready to run soldatserver.exe. Now, you just connect to your IP(direct IP, or localhost/127.0.0.1) and to that port which you specified in soldat.ini.
If you have problems connecting, try
this.