its against most TOS to setup mail/web/ftp. unless you are with roadrunner and you buy business class dsl.
you will have to setup linux or freebsd. or if you want to run windows with just a web server, you can install IIS, with win2k. or you can just install apache for windows. takes about 10 mins to install pretty simple actually. but if you have a static ip with your dsl/cable. not a problem. but even if namecheap provides dns services. so you could point the domain at your home ip to your server so the domain will be your home address. but if you are doing it just for a small project. it wouldnt be so bad. i have done it just for some small files to share. but if you are hosting anything big.
just remember if 10 people connect to you and your max upload is 100kb/s its gonna split that into 10. and if its a big file its gonna hog.
so thats why i would only use it for small projects. not adult websites or anything.
but yes its pretty simple to setup
http://www.apache.org
get the win32 release.
read the readme.