yes …
If you have the necesary privileges. With cheap shared hosting it is not always the case. But with your own 'dedicated server' you probably have. You will need SHELL-access of some kind. FTP-access won't do. And you (some OS user that is under your control) must have EXECUTE privilege to the sja – and write access somewhere in the folder tree where SJA can write its session- and log-file.
Actually you will not need to 'install' anything. We only distribute the .tar.gz – no RPM or DEB packages as SJA has no dependencises. Just unpack the achive (.tar.gz) and copy the sja executable to the server. Log on from some remote shell and execute it (“./sja “) or configure crontab to execute this command.
Please read these FAQ's: http://webyog.com/faq/category25.html
and this article: http://webyog.com/en/whitepapers/Using_SQL…L_Databases.pdf