(I'm totally new to Veeam and Hyper-V, so be gentle if I'm being stupid.

I've installed Windows 2016 Hyper-V Server (the free "Server Core" - like edition without GUI etc.). On that server I've got a couple of small VMs running.
I downloaded and mounted the Veeam B&R 9.5 ISO, and launched the setup on the Hyper-V server (not the VMs, but on the bare-metal Windows 2016 Hyper-V Server), thinking this is the right place to have it, as the VHDX's and VM definitions I wish to backup are here. (Correct?)
On the Windows 2016 Hyper-V server, I launch (from the ISO) the setup.exe. I click the big green "Install" button on the left-hand side of the installer's launch screen. The installer presents the EULA (I accept). The installer asks for the license file for B&R; I click "Next" (I'm trying to install the Veeam B&R free edition). But when it gets to the "Program Features" page, the installer shows all three: "Veeam Backup & Replication", "Veeam Backup Catalog", and "Veeam Backup & Replication Console", and I am *unable* to deselect any of them for installation. If I click "next", the "System Configuration Check" fails the "Microsoft PowerShell v2.0" check. I've looked, and PowerShell is indeed installed, and $PSVersionTable reports PSVersion is 5.1.14393.576.
So that's the first problem (can't get the pre-check to pass).
The other problem is I'm thinking that installing the console on the Windows 2016 Hyper-V server is improper (as there isn't a desktop experience available and you really shouldn't be locally administering things), but I can't tell it not to install that. So if/when I get it installed, is uninstalling just the "Veeam Backup & Replication Console" possible, and is it proper/wise?