Go to Valve's website on SteamCMD and download it to your VDS or dedicated machine.
Extract SteamCMD to a folder on your desktop as once opened it will create a lot of secondary files.
Doubleclick on the "steamcmd.exe" icon and let it do its initial update check. If everything works properly, you should be presented with a screen similar to the one below.
You are now ready to login. This can be done by typing "login anonymous". While you can use your normal Steam credentials, we recommend sticking with anonymous for security reasons.
Direct SteamCMD on where to install the files of your choosing. This can be done by typing "force_install_dir <directory path>".
Trigger the install of the actual files. This can be done by typing "app_update <appid>". Generally the appid should be presented to you before this step, but if it isn't. You can check the SteamDB for a list of them.
Once you've triggered the install you should be presented with a screen similar to this one..
Type "quit" into SteamCMD to properly disconnect from the Steam servers.
General list of SteamCMD commands and uses
force_install_dir - Directs SteamCMD on where to install server files.
app_update 1234 - Will trigger the installation of any dedicated server on Steam.
app_update 1234 validate - Will check the currently installed files against a copy on Valves servers. This can be useful for troubleshooting missing or corrupted files.
app_update 4940 -beta [beta name] - Allows you to access a public beta of any dedicated server on Steam(assuming there is one).
app_update 4940 -beta [beta name] -betapassword [beta code] - Allows you to access any private beta of any dedicated server on Steam(assuming there is one).
