Notes; the server host listens on UDP ports 27015 and 7777 you may need to change your firewall settings to allow incoming traffic on these ports. If and when and DLL error windows popup you can simply dismiss them.
1. Install “Conan Exiles Dedicated Server” found in your steam library tools.
2. Using Windows File Explorer navigate to SteamLibrary\steamapps\common\Conan Exiles Dedicated Server folder and run “ConanSandboxServer.exe“ Let it run for a few minutes and then close the window. We need to do this before the next step or the files that need to be edited will not exist.
3. Find the file Engine.ini in this directory; SteamLibrary\steamapps\common\Conan Exiles Dedicated Server\ConanSandbox\Saved\Config\WindowsServer\
4. Right click on the file Engine.ini and choose to open it in Notepad (or text editor of your preference). Find the section under [OnlineSubsystemSteam] and add the following text, changing the ServerSettings and ServerPassword.
5. In the same directory find the file ServerSettings.ini and add the following lines of text, change the AdminPassword field to your desired admin password.
6. To start the server navigate to the directory SteamLibrary\steamapps\common\Conan Exiles Dedicated Server\ConanSandbox\Saved\Config\WindowsServer\ and run “ConanSandboxServer.exe” or for a server screen that shows more details run “StartServer.bat”.