Create a folder named server into your computer, for example into path D:\Minecraft.
Go to Minecraft’s official webpage server and download the file server named minecraft_server.1.15.2.jar.
You can download easy using the right-click and select Save Link As…:

This file with the extension .jar is an Executable JAR Files used by Java.
I have installed the Java JDK and JRE, the only command used by this server is java.
The file I download is named Server.jar into my empty folder test.
The first run will show you some problems:

You need to open with an editor the to make all changes.
First, the Eula licensed from the file named eula.txt:
Use this command:

Set it to the true:

The next step is to set the file with all settinges:

If you don’t buy the minecraft game, you can use the TLauncher from the official webpage.
I test the server on my computer and if you want to use it on the internet you need to set your router.
In this file, you can make these settings, see my settings for my IP and the name of the server catafest_server.

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