There are several 'server' products under the Apache Foundation's control.
The most popular is the 'Apache Web Server' formally known as Httpd.
It has both Unix and Windows versions and is pretty easy to install.
For Servlet/JSP development, there is the
Tomcat application server.
This, also can be run on either Windows or Unix and is fairly quick and easy to install.
There are connectors for getting the two to run in concert.
Connecting the two can be a bit more time consuming and frustrating.
One of the main reasons for connecting the two used to be performance but, due to recent improvements in both Tomcat and the JVM itself, it is usually not worth the extra trouble to run both. Tomcat as a standalone will work just fine.