In my lab they're hosted on a W2012 Standard x64 server, as I mentioned, there are several other options, and you can find references on how to install and configure for pretty much any version on google.
As for MRA, remember that I assume MRA is already working, and you only need to add the web server where the images are hosted to the white/allow list in your EXP-C.
As I show in the video, you can have the configuration for both directories EDI/BDI and UDS in the same configuration file, and they will be used when necessary. You could leave it to EDI when internally, and only use UDS when externally, in regards to the photos.
Any questions, comment, etc. you can reach me at firstname.lastname@example.org