Depending on your needs, usually in most setups you will need a copy of FileMaker Server on your server box. You can use just a plain copy of FileMaker Pro to host your solution and let the others 'Open Remote' to it. In that case, all you have to do is open up the files first with the copy of Pro on your server box with the Sharing option on. This setup is called Peer to Peer. It is limited to 9 other connections and could work for a small workgroup.
That being said, the ideal way to go is to get FileMaker Server. It has many advantages and strengths that a Peer to Peer setup does not have.