There is not much difference in starting a server on any of operating system. To download selenium server and a driver specific to browser click here.
Step 1: Navigate to Seleniumhq Download
Step 2: Click on "Download version 3.11.0" or higher
The download will start you can save it to desired directory. No installation Required.
You can launch any browser when you start Selenium server. Below is the code to start Chrome on Ubuntu.
For below code browser drivers are in /drivers directory and your selenium server is in /jar directory. You can give path of your system where drivers and jar is located.
java -Dwebdriver.chrome.driver=drivers/chromedriver -jar jars/selenium-server-standalone-3.9.1.jar