Just run a normal 4C server install. If there is no security directory, it will be created as will the following files: On Unix systems, each of the above files will have correct permissions as long as root ran the install. On an NT system, you may need to modify the security settings for those files.
You should review the SecurityConfig, AuthClient, and AuthUser config files and make the changes necessary for your system. As installed, they will allow your system to accept connections from any 10.0.*.* host as well as any 192.168.*.* host. Any user will be able to connect from any machine.
There should not be any reason to change the dhparam.pem, hostkey_rsa, or hostkey_rsa.pub files.

The following installation issues may occur: