Lucee is a Java application server and can be deployed anywhere a Java servlet application can be deployed, in the cloud, virtual machines, dedicated servers and desktops. It is not required to know how to configure Java servlet containers, Lucee comes bundled with everything to run a basic installation.
This documentation describes the common deployments and popular platforms for running Lucee in various configurations.
Ortus Solutions has also published their Vagrant, CentOS, & NginX setup scripts which are a good reference for scripted installations.