It's actually suprisingly simple to set up servers in linux. Not "easy" so to say, but most of the time defaults installs work great for 60% of most people needs.
Say your running Redhat (Soon to be Fedora, now I guess, not yet though..). Usually these have apache on the CD ready to install if you want (aviable thru RH's package managment). If not you can check out
freshrpms' apt-get for redhat..
Install that and then use it to install synaptic's apt front end.
Now you have a gui aviable to you and it shows all the RPM packed programs you can install. Select any program (in this case apache) and then select install. It will show you all the stuff it needs to install to get it working and you select install and then it downloads it, installs it, and then sets it up in the default config.
You can use this to install any program, run updates, and even upgrade your OS. (recently upgraded parents computer from 8.0 to 9.2)
(Of course Debian is the originator of apt-get and it's supperior to what you can get for Redhat, but it's more for advanced users and not generally considured newb freindly, but don't let that dissaswade you if you want to give it a try.)
After you install Apache all it's config files are located in /etc/apache/. /etc/ is were all your config files are located for system wide stuff. 95% of it is in plain text format and can be edited by a regular text editor. However there are plenty of programs that will attempt to help you configure apache using a gui, with varing degrees of success. One to look at is webmin. You can access this via any normal webbrowser and configure your Linux machine with it.\
A bit different then Windows, but it has proven to be very effective as that Apache is the dominate webserver in the industry. Have fun.
Also search the web for any questions you have with google.com Usually you can find any answer their quicker and better then you can find a forum or IRC channel.