As Vlad mentioned, you need to use Sitecore Configuration Roles to configure your Content Management and xDB Processing Role.
In you Content Management Server: in role:define in web.config you will need to set it as 'ContentManagement, Indexing', If you want CM to also be your Reporting role, then set it as 'ContentManagement, Indexing, Reporting'
In your ...
Starting with Sitecore 9 you don't need to follow that steps.
You just need to install a clean Processing Server from
https://sitecoredev.azureedge.net/~/media/64425E6F6DD84443824DCCF38CB7541A.ashx?date=20191125T131511. and to configure the connection strings.
In Sitecore 9 it was introduces Sitecore Configuration Roles ( https://doc.sitecore.com/developers/...