Classroom training is typically expensive, but you can get certified perfectly well by doing some self-study from books and training manuals.
If you want to become a server administrator you can target the certification "MCSA: Windows Server 2012", for instance. This link lists your options:
http://www.microsoft.com/learning/en/us/windows-server-certification.aspx
If you follow from this page the links into the required exams, you will see that each of them offers some training materials. For example, for exam 70-410 you have two Microsoft Press books titled "Training Guide: Installing and Configuring Windows
Server 2012" and "Exam Ref 70-410: Installing and Configuring Windows Server 2012". Or, you can take the list of "Skills Measured" from the same page, and for each entry in the list search the manuals and the Internet for information
about the corresponding topic. Once you are satisfied that you are knowledgeable about all the topics, you can go ahead and take the exam; no need to take expensive classes from a training center.