Although in principle the agent installs it in a Windows 2012R2, that is, it appears as installed inside programs and features. It doesn't appear as a service and of course it doesn't contact the server to make the inventory of the machine.
I have tried to do this on several occasions.
There is no blocking by the Windows firewall and I have other machines also with Windows 2012R2 and in those I have not had problem installing the agent.
The version of the agent I am using is 126.96.36.199
Some idea of what could be happening.