The setup should be as easy as every other server software installation... You only got to know, what to set up.
You should install the SQL-Server onto a server or good workstation available to everyone in the network (best: in one domain, separated by a firewall or else from the internet for security issue).
I can't tell you the price, cause there are different methods to license MS-products. And there are different version available, for your needs a SQL Server 2000 Standard should do, I think its about 5.000 $ per Processor.
Follow this link for further information directly from MS:
And of course you need Access (97, better 2000) for every client.
This sound expensive in the first term, but think about the end product you have. It's fast, reliable (more reliable than other methods, i mean

and upscalable. And I think 20 clients really require an DB-Server.
Well, look at the link (pricing) and decide if you or your company can afford this.
I sure can help you, my company is using the SQL Server 2000 Standard Edition with 30 Access 2000 clients connecting to 3 different databases on the server.
Greetings from Germany,
Jens