openttd.cfg configuration

Set the admin password (mandatory)

Open the openttd.cfg file of your server.
Go to the section [network]
[network]
admin_password = my_admin_password

Set the rcon password (recommended)

Open the openttd.cfg file of your server.
Go to the section [network]
[network]
rcon_password = my_rcon_password

Set the admin port (optional)

Open the openttd.cfg file of your server.
Go to the section [network]
[network]
server_admin_port = my_admin_port

Test your configuration

Run the server.
openttd -D
Run the admin
java -jar openttd-admin.jar localhost:my_admin_port my_admin_password