Hi
SQL Server has many BI features as part of the product, but exactly
what you get depends on the version and edition of SQL Server you
have, and which you have omitted to mention. For example
SQL 2008 has the following features supported by the editions:
http://msdn.microsoft.com/en-us/library/cc645993(SQL.100).aspx
When SQL Server is installed you should be given the option to install
integration services and analysis services. You can also install or
add features to SQL Server from the command prompt e.g.
http://msdn.microsoft.com/en-us/library/ms144259(v=SQL.100).aspx
John