There are multiple ways to install Jellyfin on your server. You’ll find instructions across a range of distros at https://jellyfin.org/docs/ – taking Ubuntu as an example, open a terminal window and issue the following commands:
$ wget -O- https://repo.jellyfin.org/install-debuntu.sh
$ sudo bash
This launches a script to add and configure the repository, install and configure it to start automatically with your server and run in the background continuously. Verify the server is running by opening your (192.168.x.y is, of course, your server’s IP address). When you see the welcome wizard, close your browser, then reboot your server and connect again to verify the service is configured correctly.