To process dynamic web pages, you need an application server. An application server is software that helps a web server process web pages containing server-side scripts or tags. When such a page is requested by a browser, the web server hands the page off to the application server for processing before sending the page to the browser. For more information, see Understanding Web Applications.
If you installed IIS on a Windows computer, you dont need a separate ASP application server. IIS also functions as an ASP application server. For more information on installing and testing IIS, see Installing a Web Server.
You should test the server to make sure it works properly. (See Testing the installation.)