Minecraft Multiplayer Server?

My friends and I want to join together in a multiplayer world and we keep turning on LAG and I don't know how to set up the server. It's a single player world but I want to make it a multiplayer world is there a way to set this?

By LAG I think you mean LAN.

LAN is Local Area Network (AKA only able to connect if you are connected to the same internet)

To make a Single-Player World Multi-Playerable(?), you'd have to copy the world file from your /Roaming/.minecraft/saves file, and move it in to a file that your Minecraft_serverx.x.x.exe created.

If you need further help, just add additional details telling the issue, others will be answers (hopefully) - otherwise, i'll keep refreshing the page.

I think the issue could be either your network or Hard Disk which is causing your Lags, I would advise you to change your HDD to SSD for the best minecraft experience.

Also, please read the following guide on how to make a Server:
http://hostthegame.com/how-to-make-a-minecraft-server/

For a quicker and better solution, I would advise you to buy Minecraft Hosting Server online and then play with your friends, you can get started and going within few seconds.