A
On your dedicated server...
Install Steam
from within Steam install Civ5 and any DLC you might want
run Civ5 from Steam, this will install a bunch of prerequisites, close the game
from within Steam install Civ5 SDK
run the SDK from Steam, this will install a bunch of prerequisite, close the SDK dialog that opens (it won't help you).
find the steam content install location (typically C:\Program Files (x86)\Steam\steamapps\common)
copy the content (everything!) of .\Sid Meier's Civilization V in to .\Sid Meier's Civilization V SDK\Dedicated Server
now from within.\Sid Meier's Civilization V SDK\Dedicated Server run CivilizationV_Server (if you run it from the actual Civ5 folder it will run but won't connect!)
Set up your game however you like, then click Host Game
Windows defender firewall will probably pop up asking for permission; say yes.
Done
A few other things though. Firstly you'll need to open or forward a whole bunch of ports, either in your cloud set up or on your router, see below. Secondly you might need to launch CIV from within Steam and set the Options>Multiplayer>SMTP settings if you want notifications (but exit once you have set them). Thirdly, once you have the Civ5 server running I think you can exit Steam on the dedicated box. Fourthly, you do not need a GPU to run the dedicated server.
TCP: 1745,1795,3074,27015-27030,27036-27037
UDP: 1745,1795,3064,3074,4380,27000-27031,27036
If it's a private game you'll need to connect from you local gaming machine via IP.
Any questions or problems I'll try to help, but please make sure you are doing it exactly like this before you ask