When you setup a new Windows Server VHD it will be lacking a few components that need to be installed so it can function as a personal computer as well as a presentation computer.
Open Server Manager
Click on Add Features
Install Desktop Experience and Wireless LAN Service
If you want to enable themes:
Open services.msc and Enable the Themes service
Then go to the Start Menu and type Adjust the appearance and performance of Windows
Put the radio button in Adjust for best performance