You need a copy of the game Call of Duty Modern Warfare. Once you got a copy you need to upload it to the VPS, install it and apply all updates/patches. The dedicated server is unfortunately integrated into the whole game and is not available as a standalone with the retail version of the game. Steam is excluded from this special condition. If you own the game on Steam you can install Steam/Steamcmd on the server and only install the Call of Duty Modern Warfare Dedicated Server from the Tools library of your account.
After you installed the game or the dedicated server if using Steam you can follow this guide:
https://segmentnext.com/2009/01/25/cod4-...wn-server/
Basically after installing the game/dedicated server all you have to do is create a server configuration that has all settings like amount of players, server name and etc. Create a shortcut that launches the game server with the server configuration. Make sure the necessary ports are open in the Windows firewall and then you can start the server from the shortcut.