Use can use every operation System.
Recommenend is Windows server 2008 64bit (If you want to make a dedicated P-Server)
Yes u can install Microsoft SQL Server 2008 R2
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You need Microsoft SQL server 2008 r2 with tools

Pick SQLEXPRWT_x64_ENU.exe for 64bit Operation System or SQLEXPRWT_x86_ENU.exe for x86 (32bit) operating system