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Add the Active Directory Rights Management Services (AD-RMS) role to your system. To do this, open the Server Manager and select Manage → Add Roles and Features.
Server Manager - Add Roles and Features
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In the step Server Roles, in the Add Roles and Features Wizard, select the role Active Directory Rights Management Services.
Add Roles and Features Wizard - Server Roles
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Use the wizard depending on your requirements. At the end of this wizard, click on Install to trigger the installation of AD-RMS.
Add Roles and Features Wizard - Confirmation
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As soon as the installation is finished, you can click on Close and proceed with the initial configuration.