Journyx is a web application and therefore requires a web server to run. Journyx recommends using the Microsoft Internet Information Server on the Windows Platform. Journyx does not provide IIS; it is available on your Windows installation media. See this article for installation instruction for IIS.
As an alternative, Journyx provide the open source Lighttpd web server. This allows you to run Journyx without IIS and is fully supported. However if IIS is also installed, Lighttpd may not be able to grab the default web port (80) and must be installed on a different port. IIS Configuration can also be changed to not use port 80.
If the "Setup Web Server and Database" program detects that you do not have IIS, it will automatically use LIghttpd. If you install IIS at a later time, you can rerun this program to choose IIS. You can switch back and forth without affecting your actual Journyx data.