To return My Computer icon to Windows Desktop on Windows Server 2012:

• In the Start Screen find and open Turn Windows features on or off
  
• In Add Roles and Features Wizard, in Features section select Desktop Experience (under User Interfaces and Infrastructure)
  
  
  
• Complete the wizard and restart the server
  
• After server reboots, right click anywhere on the Desktop and click on Personalize
  
• Click on Change desktop icons
  
• Select Computer
  

If you also want to return the Start Menu to Windows Server 2012 you can use Classic Shell.