You can install a server on desktop hardware without issue as long as you meet the requirements. (Which aren't that high, 2GB RAM, 160GB HD, Dual Core Processor.) You can test it in a virtual machine which is my usual recommendation as you don't really have to allocate the full 160GB to install it and you can keep using your personal computer. Download the free VMWare Player (http://www.vmware.com/products/player). You'll need to enable virtualization in the BIOS first.
You can follow the Technet Articles or you can follow the video in my signature. Sets everything up including AC on Essentials. The training videos are just for basic SBS Setup. I took it a step further with optimization for AC. So anyone can follow it.
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