do I have to install retool in the web server to run the Web app I created
If you've created your own web app and want to embed Retool there are a couple of different ways to do it but you don't necessarily have to be self-hosting. There's more information about sharing Retool apps outside of your organization in these docs. Let me know if they're helpful or raise any questions!
Otherwise, if I'm misinterpreting what you're saying, let me know too