Typically one would suggest that you need a driver, but I doubt that this is the right solution and I couldn't find one looking on Microsoft or Nokia sites either.
The Windows Phone Recovery Tool installs drivers, but I assume these are only for installing a new factory image not necessarily accessing mass-storage of the device the way a user is supposed to do. (I assume here that this is similar to Android.) I found a similar question for the Nexus 4, where the OP states that the Android drivers for the device were already installed and it still doesn't seem to work.
Mass-storage access for these devices is implemented with MTP which stands for Media Transfer Protocol and works very similar to mass-storage on cameras. Basically it should work out of the box on desktops without requiring special drivers and that's how it also works on Linux/Ubuntu.
MTP support on Windows seems to be integrated into Windows Media Player according to the Wikipedia article about MTP, so you would need to install Windows Media Player through Desktop Experience on Windows Server.
Greg Olsen has more details and instructions on his blog:
Desktop Experience enables a few handy tools like:
- Windows Media Player
- Desktop themes
- Video for Windows (AVI support)
- Windows SideShow
- Windows Defender
- Disk Cleanup
- Sync Center
- Sound Recorder
- Character Map
- Snipping Tool
Steps to enable the Desktop Experience on Windows Server 2012 (Note: A restart will be required to complete install):
- Launch Server Manager
- Select Add roles and features
- Within the Add Roles and Features Wizard, select Features from the left hand menu
- Within the Add Roles and Features Wizard, expand the option User Interfaces and Infrastructure (Installed)
- Select Desktop Experience
- Click Add Features (on the next dialog window)
- Click Next
- Click Install
- Click Close (When complete) Note: A restart will be required to complete install
Below are the screenshots displayed during this process.