Hi,
There is prerequisite of installing .Net framework before Continuous Protection Server and its components.
Although you don't have to install .net framework sparately as when you install CPS or its components, first the .net framwork is installed (if not installed).
If you want to install a CP agent on a serever than install it from CP server where you have install CMS and Admin Console.
During the installation there a option comes " if required restart the system", if you don't check this then you have to manually restart the system and it is definitely required.
And after the rebooting the system check the CPS services status, if not started then start the services by running CPS server manager utility. It is placed in home directory of the CP agent i.e. where the CP agent software is installed.( i don't remember the path so excuse me).
now you can your CP agent's system in CPS Admin console under setup -- servers