u can but u need to set the port settings diff for playing and running server, otherwise u get conflicts
run command line:
jk2mp.exe +set net_port 28070
for the server and
jk2mp.exe +set net_port 28071
for the game
make sure u run server as 'dedicated', it will close down the GUI and open a server console. then run the game version to join as normal
if u are behind a router, u need to open the ports