The spawn area in a server is protected. (A radius of 33 blocks). Have them move more than 33 blocks away from the spawn point, and then they will be able to build.
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A dedicated Minecraft server is a server where you can play original Minecraft. Usually without plugins or mods.
If you are the host of the Server, you open up Minecraft Server . Wait for it to load then it will say its ready. If you are going to someone else's server, and it has no bars, then there server is not active. (Which means they dont have Minecraft Server up).
Type in 'minecraft server hosting' on google, and you'll find a ton of hosts for your server with tutorials.
Check the Minecraft Wiki. It has information there.
Yes it's called the Default Minecraft Server Jar. If you are looking for an IP to get onto a server... wrong place.