Setting up a legitimate KMS server involves several steps. First, you need to acquire a KMS host key from Microsoft, which is typically available through volume licensing agreements. Install the KMS host on a Windows server, and then activate it using the KMS host key. Next, configure your KMS server by installing the necessary roles and features through the Server Manager. Ensure that your network and firewall settings allow communication between the KMS server and client machines. Finally, clients should be configured to use the KMS server for activation, which can be done using command-line tools or group policies. Microsoft provides detailed documentation and support to assist with this process.