You really helped him a lot.
djura, you need to go in the folder where you have installed MTA ( example - C:\Program Files\MTA San Andreas 1.3\server ) and there you will find MTA Server.exe
The configuration file for the server is called mtaserver.conf and it's located in : example - C:\Program Files\MTA San Andreas 1.3\server\mods\deathmatch
Also, you need to make sure that your ports are opened if you have a router - https://nightly.multitheftauto.com/ports/
Anyway, if you don't have a good internet connection (you need to have a good upload speed for hosting a server), the server will lag. Although, you can have 2-3 players on your server with an uploading speed of ~ 50kb/s ( I tried myself with some friends on the "play" gamemode. )
And you can always read - https://wiki.multitheftauto.com/wiki/Server_Manual