I'm a newbie with server programming and currently I was trying to create a client/server application with java to storage and retrieve files into and from a remote ubuntu server. I tried to look something like this on the Internet but I found nothing useful to my case and now I'm asking even if is that possible.
Furthermore, I know that I should write both client and server sides, but how can I upload and run server side, you know... on the server?
Thats very possible - there seems to be plenty of stuff on google here's one example.
In answer to your second part: the trick is to run both the client and the server on your own computer, and the client connects (over the loopback ip address "localhost") to the same machine.