If you have installed Windows Server 2012 Roles and Features using PowerShell or remote server admin tools or new multi server manager console, you will see that the management tools are missing from the server on which you just have enabled the role or feature. This is because Microsoft has provided more granular control on what is installed on the Windows Server 2012. As an administrator we have choice to include or not to include management tools while installing the Roles and Features we choose.
Below is a comic illustrating the same.
More on Installing Roles and Features here