Personally I have never rented VPS from this service, but the best thing you can do is get some costumer service from them. They should explain you everything you need to know to get you started. There is just to much to talk about. But, one thing is certain; You can login to your server via SSH. You'll need SSH client like PUTTY to connect to your server. Also, you must know what you've actually bought. Do you know what OS is running on the VPS? Do you have full root access? Is the internet connection reliable enough to host your game on it? But, my advice is, because I assume that you're a novice to this topic, that you should get someone to do it for you.