The web server is pretty simple to set up on Linux. If you do a server install it will likely already be installed and set to run on startup. Then all you need to do is drop files into the document root folder. Probably the only thing you'd really need to set up would be iptables, which is the Linux firewall. That would consist of adding a tcp entry for port 80 (or whatever port on which you plan to connect to the web server).
As for the mail server, it's a bit more complex due to the options available. There's the ubiquitous
sendmail, and the very popular
postfix and
exim. Each of those is a standalone MTA (mail transfer agent).
It's been many a year since I've set up a Windows mail server, so I can't really elaborate much there. It is likely to be much simpler to get the basic functionality working though.
Given that this is a personal test environment, there should be little issue with trying out both Windows and Linux MTAs.
One thing to note for Linux is that you should try to install as much of the software as possible through a single package manager. It makes installing, updating, and deleting packages quite simple. The most common command line package managers are aptitude, apt-get, and yum, and they make life much easier. Far easier, in fact, than managing software on Windows.