I had a Windows Server 2008 R2 but no IIS. So how to install it? It isn't obvious.

It's in Administrative Tools/ Server Manager / scroll to Roles then Add Roles.
In the roles wizard is a checkbox for Web Server (IIS)
There are various sub options including Common HTTP Features (static content for your images, css), ASP.Net, Security (Windows authentication), Performance (compression), Management Tools (IIS manager)

Here's the details