If you have the regular Steam client installed (and if you own the game on Steam), you can also find the dedicated server under "Tools" where you can just download and run it through Steam
However, if you want to set up the server via SteamCMD, this thread contains a few more information about that: Set up a server with SteamCMD
I too am moron when it comes to SteamCMD. I tried to install and run it, but it downloaded ARK files because the Ark server manage uses SteamCMD for its operation. I own the gam on my Game server, and tried installing the dedicated server from tools. It only seams to have installed the Java version, and doesn't even want to run. How do I get it to run the Unity version by default installing from Steam? Also, the app ID in that version says 324080