A Cloud VPS is an emulation of a computer, also known as a virtual private server, that lives within a parent server and shares resources with other virtual servers. As where a Dedicated Server is a stand-alone, physical server that does not share resources. As with fixed resources, scarcity can lead to less than optimal performance for the resource-intensive application, which is why Dedicated Servers often outperform VPS instances.
The answer to this question largely depends on two factors. Are you new to server technology and not very interested? In this case, Windows is the easiest option to get where you want to go. Do you already have experience with Linux or would you like to familiarize yourself with this operating system? If so, Linux gives you more freedoms to configure your server, and you will be using an operating system that is less vulnerable to attacks from the Internet. Linux is also open source and therefore free.