In documentation there is venus-setup mentioned which should do this, but I don't have (or can't find) it in my distribution (Debian).
You should probably try:
clog <your_user>@<your_server>
and you should see /coda/<your_server/
In principal you need not change anything there - although a default realm might be useful.
I was believing that venus-setup edits /etc/coda/venus.conf - but I can't find anything about server or server address in there.
You could set a realm in /etc/coda/realms, which is then nothing but an alias for your server, if there is only one.
Regards, Michael