Gitlab CI + Deployment

Hello All,
Hello guys small help from anyone will be great appreciated.

I’m planning to use Gitlab CI, for automatic deployment to my local server. i.e 10...***.
But I’m able to setup gitlab-ci.yaml file and pass the test builds are showing as passed.

But here is the my doubt, how it can deploy automatically to my server? Do I need to configure SSH key or secret keys anywhere? How gitlab know which server and which script should run whenever a merge request create with the master branch.

Could you please give the sample peace of code or steps to configure.