If you're going to use a linux based server (most still do but some use Windows or unix) and you want to learn to admin it yourself then your best bet is to at least have a machine locally with that OS loaded on it. Then use the local machine to learn by spending some time each day with it. Switching over completely to Linux (as your Desktop) might help you learn faster as well since it will be more of an immersed experience.
Based on the questions you are asking I would not even consider it until you have a good six months experience first.
