Microsoft is serious about Virtual Desktop Infrastructure, and the first sign of this in Windows server is when you try and add a role or feature..
If you opt for install Remote Desktop Services Installation and select Virtual Desktops as in my short screencast you can see that a lot of work has gone in to making this as simple as possible. However there is more to VDI in Windows Server 2012 than a good installation experience for example:
In this screencast I put all of the Pooled VDI virtual machines’ storage onto a highly available file server (this post shows you how I built that) and this is where my user profile disks are also stored so that no matter which physical host a user gets their pooled desktop from they will still get their own user settings.
I used a separate VM for each role in my remote desktop infrastructure, however if you elect for a quick setup then you can have all the roles on the one physical host from which the virtual desktops will run as well.
There’s a more details lab guide here, and you can easily navigate to other labs form here for a quick setup as well. Either way you’ll need an Evaluation Copy of Windows Server 2012 and Windows 8