How do I install Windows Defender/MSE on Server 2012?

Solution 1:

I set the compatibility mode for the installer to Windows 7 and then started it with the /disableoslimit command line parameter.

Solution 2:

Currently the answer is "It's not supported on Server operating systems", as Microsoft doesn't list Server (2012) as a supported OS.

From MS' MSE requirements page:

Microsoft Security Essentials is free* and easy to download and use. Here's what you need to run it:

Operating System: Windows XP Service Pack 3 (SP3); Windows Vista (Service Pack 1, or Service Pack 2); Windows 7*

As with previous versions you may be able to unofficially install them at some point, but for now, it's not compatible.