Roles are the primary responsibilities that a server may hold. They are analogous to job titles in a company. You may have been introduced to this term if you ever used the Security Configuration Wizard (scw.exe) that Microsoft bundled with Windows Server 2003 Service Pack 1. SCW would go through your server, identify the services it was running, and assign roles based on what it found. You can also think of roles as being similar to the old "optional Windows components" that you used to install via the Add/Remove Programs wizard. (That function, by the way, is gone; if you go to the new Programs and Features control panel and try to turn Windows features on or off, guess what-you get routed to Server Manager!)
An out-of-the-box installation of Server 2008 starts out with no roles; a big part of setting up a server is adding the roles that you need. When you add a role, you typically launch a wizard that handles the installation of any required services and administrative tool consoles, and provides initial configuration of the role.
Just as small business managers wear many hats, servers in small organizations can have many roles. In larger organizations, servers tend to be more specialized, and have fewer roles. You can set up Server 2008 with as many or as few roles as you like-understanding, of course, that just as with humans, more roles mean more stress! And more problems when the role-holder suffers some downtime.
See previous posts
Meet Windows Server 2008 'Server Manager' -- your new management cockpit
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