Windows Server 2012, the installation procedure of .Net Framework is not the same as on the client versions of Windows.
To install .Net Framework 2.0, 3.0 and 3.5, open Server Manager, click "Add roles and features" and select "Installation based on a role or feature".

Skip the step "server roles" by clicking on "Next" and select the feature ".NET Framework 3.5 Features -> .NET Framework 3.5 (includes .NET 2.0 and 3.0)".

.Net Framework 2.0, 3.0 and 3.5 are installed on your server.

Note : Internet is needed during the installation.