Web Server in Ubuntu

[2CYF]

Hi

Basically if I opt to use a web server hosted in Ubuntu, will the IP address show as that server (in other words, link back to me)?

I want to set up a VPN without using a company to do it and the only problem I'm facing is that when I set it up, it will be encrypted but it may possibly link back to my Ubuntu server which MAY (and this is what I need help understanding) reveal my location

Thanks for the help in advance!