There are two options on how to install Remote Server Administration Tools on Windows Server 2019. But before starting, there’s a thing you need to know, that is, Remote Server Administration Tools are included as optional features in Windows Server 2019 and may be deployed using the Add Roles and Features dialog in Server Manager. Therefore, a Remote Server Administration Tools Windows Server 2019 download is not necessary.

Method 1. Install the RSAT via Windows features

Step 1. Click Start, then find Server Manager.

Step 2. Click Add roles and features.

Step 3. In the Add Roles and Features Wizard, click Installation Type first. Then tick Role-based or feature-based installation.

Step 4. Click Server Selection, tick Select a server from the server pool, then select the server you want to install the Remote Server Administration Tools (RSAT) on.

Step 5. Click Server Roles and then Next.

Step 6. Click Features, and then check the Remote Server Administration Tools check box.

Step 7. Some required supporting features such as the Web Server (IIS) role may be required. If prompted click Add Features.

Step 8. On the Web Server Role (IIS) page, click Next.

Step 9. Click Next on the Role Services page.

Step 10. Click Install on the Confirmation page.

Step 11. Wait for the installation to complete.

Step 12. Then you can find the RSAT tools under the Tools menu.

Method 2. Install the RSAT using PowerShell

Step 1. Search for Windows PowerShell in the search box and then open it.

Step 2. Input the following cmdlet to install all tools:

Get-WindowsCapability -Name RSAT* -Online | Add-WindowsCapability -Online

Step 3. You can input the following cmdlet to confirm the installation:

Get-WindowsCapability -Name RSAT* -Online | Select-Object -Property DisplayName, State

This article is condensed from Anyviewer.com.  It is copied here so that I can find it when I need it.