Make sure you have Java 17 installed as 1.18.2 server requires Java 17 to run the server.

https://www.oracle.com/java/technologies/javase/jdk17-archive-downloads.html

Run the forge installer 1.18.2-40.2.4 and click Install server, then select this directory as the server base.

After that, launch the run.bat file or run.sh (linux) should start the server, make sure to agree with eula on the first time.