Final answer:
To install Windows Server 2019 on an unallocated disk, select the disk, create a new partition, apply the changes, and proceed with the installation on the new partition.
Step-by-step explanation:
When encountering Disk 0 Unallocated Space during the installation of Windows Server 2019 Standard Edition, you should first select the disk, and then proceed to create a new partition on it by clicking on New. The setup wizard should automatically propose a maximum size for the new partition, which you can adjust if necessary. After specifying the size, click Apply to create the partition, at which point the setup wizard may create additional system partitions that are required for the operating system to function properly. Once the partition is created, make sure it's selected, then click Next to begin the Windows installation on the newly created partition.