Hi Roel,
If you're used to putting everything on one machine then life certainly is easy. In a distributed system like most elasticsearch deployments, you have to deal with what we call the FAB conundrum which means you have to pick a trade-off.
The trade offs come from physical limits (speeds of networks, RAM limitations etc) and there are various options. Try run this wizard and see which option it leads you to and we can discuss further here.