Depends on what part of “set up” you’re referring to. Getting the software itself up and running is extremely easy. They have versions available for the full swathe of experience levels from “here is a packaged Electron based Windows application” to “here are the node.js source files”. All prior versions are also available if you have specific needs for an earlier version.

Surprisingly, despite being commercial software requiring a license, the original non-obfuscated node.js source is provided.

Now, if you mean how difficult is it to set up and run a game, that’s going to vary wildly depending on the system the game uses and how complex of a scenario whoever is running the game wants to deal with. There are lots of off-the-shelf one shots or campaigns you can run where that setup is already done for you though.