Creating CAS Server

I feel a little retarded asking this but how do I create a CAS server? I looked at the example option for “CAS Server base url” and I can see a subdomain used but what gets installed on the subdomain? Looking at the CAS server official documentation it just points to you plugin for Cassifying WordPress.

https://wiki.jasig.org/display/CAS/CASifying+Wordpress

Someone help an idiot out ??