Windows Server 2016 setup

Install VirtualBox and follow this guide.

https://www.howtoforge.com/tutorial/ubuntu-laravel-php-nginx/

You can use a later version of Ubuntu since the steps are the same.

If they will allow you to install a hypervisor, like virtualbox or windows own Hyper-V, then go with that like Tray said.

If they wont allow it, try using https://chocolatey.org/ - it's a package manager for Windows.

Then you can do familiar things like:

• choco install php
• choco install nginx
• choco install mysql

You didn't specify how much control you have over the server, so it's really hard to give you advice.