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It depends on the service really, most VPS services allow you to connect to the server via Remote Desktop which is a program that comes pre-installed with Windows XP and Windows Vista.
When you connect to your server account (via remote desktop) to your MT4 installation you will be able to view it and work with it as if you were working on your own desktop.
So you will be able to setup MT4 like you would on your own desktop but rather on the remote server instead.
I'm sure that when you register for any VPS service they will email you with instructions on what to do and or have email support.
Best of luck!
-dgv
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