As Moby said, but prior to installing Exchange run
Code:
Add-WindowsFeature NET-Framework,RSAT-ADDS,Web-Server,Web-Basic-Auth,
Web-Windows-Auth,Web-Metabase,Web-Net-Ext,
Web-Lgcy-Mgmt-Console,WAS-Process-Model,RSAT-Web-Server,
Web-ISAPI-Ext,Web-Digest-Auth,Web-Dyn-Compression,
NET-HTTP-Activation,RPC-Over-HTTP-Proxy -Restart
Code:
Set-Service NetTcpPortSharing -StartupType Automatic
from a Powershell prompt - that'll install the prerequisites on the server. After that it really is just a case of running through the install process from the Exchange install media.