I havent had much experience in sof2 demo version, however I imagine that that you can use the same method as the the full game..
I wrote a little tutorial a couple weeks ago on setting up a server (full sof2 version) see below:
Run a server on XP or Sof2Runner
You may need to edit the .bat script a little like change the fs_game and .exe filename possibly.
Again im not sure if this will work because i have not tried it myself on demo version.........