You will need to stand up a new Jira server, ideally of the very latest version of Jira server, get a licence for it, then export from Cloud and import into the Server version.
See https://confluence.atlassian.com/adminjiracloud/migrating-from-jira-cloud-to-server-776636236.html for a good overview and more links. Pay especial attention to the "system admin" account - people seem to miss that a lot when moving off Cloud.
"Better" is a matter of your needs and opinion. I can answer it for specific subjects (e.g. "flexibility" - Server wins because I can customise and code what I like), or if I have specific information about roughly how you want to use it and what for, it's impossible to say "better"
I have multiple projects that use variations of the same base workflow. The variations depend on the requirements of the project or issue type. The variations mostly come in the form of new statuses ...
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