I know this is an old thread, but over at
http://playfh2.com you can download the full game and when you install the client it will also install the dedicated server into the root directory and you can run it from there with the launcher. It's possible that when you download the client (2 parts) from this website you'll also find the server there, but I didn't try that. It certainly seems to me that the server offered here on is only for linux.
Also, if you want to setup your own server for coop, there's a missing dll problem. I got help via FH2 Discord's tech support section. I was given a dll to put in the root directory and now it's good for coop too.