Many descriptions are available for creating agile projects using gitlab.com, but is this equally possible with a self-hosted instance? Are there required features that would be missing?
the feature set is equally the same. You will get more administrative options on your self-hosted instance, for example you can connect your instance to an existing AD/LDAP server for authentication.
Depending on the tier you are using, you need to map that accordingly then. Here is an overview.
In addition to installing the GitLab server, you also need to setup the runners for CI/CD. On GitLab.com you are offered the shared runners by default running in our infrastructure, which are not available for self-hosted instances.