Please make sure that all ports necessary for Veeam are accessible as mentioned in this KB article:https://www.veeam.com/kb1518
This means the ports of the VM you want to backup on the one hand and the Veeam backup server on the other.
As read on MWPreson.net it is possible to install all the Veeam packages manually:http://blog.mwpreston.net/2016/01/12/ma ... -services/
I'm not sure if Veeam tries to connect over the Admin$ share if any components are installed, i don't know this behaviour.
For example when you have a Veeam proxy somewere on your network, you should be able to add this server as a proxy in Veeam when you installed the necessary packages. There shouldn't be an additional try from Veeam to install the packages when the connection over the necessary ports is possible.