Setting up an incremental refresh on Tableau server is very easy. If you are wondering why you should set up an incremental refresh, have a read through this blog by Luke.
First of all you will need to use a data source that has either a Unique row ID or a time stamp field
In Tableau, right click on your Data Source and Select Extract Data
In the box that pops up, tick Incremental refresh and select the column that has either you Row ID or time stamp in it.
Press extract, and that is it!