Well first, you must download a gamemode, then place it in your gamemodes folder. Then you need to open your server.cfg file with notepad, you should get this:
echo Executing Server Config...
lanmode 0
rcon_password blank
maxplayers 32
port 7777
hostname Blank
gamemode0 gamemode
filterscripts Blank
announce 1
query 1
plugins streamer sscanf
weburl
www.sa-mp.com
onfoot_rate 40
incar_rate 40
weapon_rate 40
stream_distance 300.0
stream_rate 1000
maxnpc 10
logtimeformat [%H:%M:%S]
You want to put your gamemode name in the gamemode0 without the .pwn file showing, so instead of gamemode0 gamemode.pwn it would be gamemode0 gamemode.
Now, If you want a host, you may want to start off with volt-host. Volt-host is probably the best, considering it is easy to put your gamemode there. Then it should run itself, if you have questions about your host, you may want to contact their services.