It depends on what you want to do. It's not a problem just just set up multiple sites on the same server. They can even just be subdomains, like "testing.yoursite.com". All you do is create "testing.yoursite.com" in forge, and wherever your dns is hosted create an A record pointing to the same IP as your real site. Each site would have their own database, which you can create in the forge control panel, so they're independent of each other. They don't have to be on separate servers, but they can be. It depends on your budget and how busy your "real" site is (if on the same server).
So it just really depends on how you want to do it. I usually have the testing server on the same server, until there is enough reason to justify moving it to its own.