There is a bedtools tutorial that walks through various analyses with the software.
To install bedtools on a server you can either download it to your Desktop and then transfer it to the server with the scp command, or alternatively use the curl command to download it directly to the server. Find out more about curl here.
Once you have the folder on the server be sure to build the folder of programs with the make command. Find out more about make here.
You also need to add the path to the directory containing the executable files. Find the path by typing pwd when you are in the directory containing the bedtools executable files. The type:
$ export PATH=$PATH: /server/directory/subdirectory/samtools_bin_directory
Find out more about PATH here.
Now test to make sure it worked by typing:
This should take you to the bedtools help screen.