How do I install IIS management console?
Doh! I guess it's just an unchecked (and strangely non-default) feature: Internet Information Services -> Web Management Tools -> IIS Management Console.
I'd seen it before, but didn't think it was relevant as Web Management Tools suggests to me a web-based management interface. Misnomer I guess.
Protip: Start -> Run -> inetmgr
Bonus points for WinKey+R !
Install the Internet Information Services (IIS 7) from the Web Platform Installer 3.0. link: http://www.microsoft.com/web/downloads/platform.aspx Then, you would be able to find out the IIS Manager from the Administration Tools.