Get steam:

wget http://storefront.steampowered.com/download/hldsupdatetool.bin
chmod +x hldsupdatetool.bin
./hldsupdatetool.bin

Install:

./steam -command update -game killingfloor -dir .

The launch script implicitly configures it:

cd system
./ucc-bin server KF-BioticsLab.rom?game=KFmod.KFGameType?VACSecured=true?MaxPlayers=6?GamePassword=XXXXXXX?AdminPassword=YYYYYYY?AdminName=admin