Imagine you'd set up your own server at home.
You'd buy a computer, plug an install USB drive in, and install ubuntu.
Then you'd connect to it via SSH, configure it, maybe install docker and set up your docker containers, etc.
A dedicated server is very similar.
The server is sitting in a datacenter at hetzner, and you usually install an OS with a button in the management UI, sure.
But everything afterwards is the same. You just connect via SSH, install docker or k8s and your services, maybe an nginx, etc.
You also have an option to request KVM access. That allows you to control the server as if you had connected a keyboard and monitor to it. You can even enter the BIOS to diagnose issues, if you'd like.
Personally I've got an install script that automates everything and sets up kubernetes and automated encrypted backups. Then I just deploy everything else with k8s.