Yes, you can do that. How else would you manage the antivirus on the epo server?
Ok then there must be a problem, I have installed the agen t on the server but;
1) There is no agent icon in the bottom left.
2) When installing VSE that way, it say it is successfull but then does not display VSE as being installed within ePO.
Servers allow multiple interactive sessions (2 for 2008 and 3 for 2003) and that's why you may not get the tray icons. If you find in start>programs> mcafee> virusscan console the shortcut to the console, then virusscan is installed. also, if it reports in epo that it's installed and updated, everything is fine. You can test by creating a text file in which you paste the eicar test text and save it to the disk:
The antivirus should delete it when trying to access it.
Also, you can check the running services in task manager, like mcshield and frameworkservice