How can I run OSX under Windows?
Yes, you need virtualization to run Mac OS X.
VMWare would be able to run it.
However, do check properly whether you have the authorization/license from Apple to run it under Windows or virtualized environment.
Apple server can be run virtualized this is from the EULA
"This License allows you to install and use one copy of the Mac OS X Server software (the "Mac OS X Server Software") on a single Apple-labeled computer. You may also install and use other copies of Mac OS X Server Software on the same Apple-labeled computer, provided that you acquire an individual and valid license from Apple for each of these other copies of Mac OS X Server Software."
So if you are running windows on apple hardware you can then virtualize OS X server on top of it.