For the very first start of the container, you will need to shut it down when you see the following log entry:
LogOptions: Warning: Key 'None' doesn't exist in Action 'MenuToggleLast'.
Start the container a second time, and the saved folders will be created. Shut the container down again. Now modify the server/MoriaServerConfig.ini and optionally upload a save file to the data/SaveGamesDedicated folder.
Start the container and connect to your server in the game client.