By default Windows Server 2012 does not have the personalize option in the right click context menu. To show my computer icon on Windows Server 2012 desktop we must install ‘Desktop Experience’ feature from the Add Roles and Features.
1. Go to “Add Roles and Features” in Server Manager dashboard.
2. From the “Add Roles and Features Wizard” window click on Server Selection here make sure to select the server that you wish to add the the feature. If you only have one server then is going to be preselected.
3. So click on Features from the “Add Roles and Features Wizard” window.
4. Locate and expand User interfaces and infrastructure Feature. Place a check mark to the box on the left of “Desktop Experience”
5. Once you place a check mark a pop up will appear. Click on Add Features to install required features for Desktop Experience would work properly. click on next.
6. Now check mark “Restart the destination Server automatically if required” on top of the window.
7. A pop up will appear to confirm that the server will re-start, so click on yes button, then click install button.
8. Once it finish installing all necessary files the server will automatically re-start.
9. Now you can right click the desktop Personalize, Change desktop icons, check mark the icons you wish to show on the desktop.