Yes and no. Dedicated Server is not in this stage in the beta. The full version of CSGO will allow community run dedicated servers on both Windows and Linux. You can setup a local server on your computer. To do so just click Play -> Create Match -> Choose your map and game mode. To have other players connect to you they will need to know your IP address and use that to connect in the console with -connect <youripaddress>. The full game will have a server browser that will let you easily start local games.