You can use Powershell to show the available Windows Features:
Get-WindowsFeature | out-file C:\WindowsFeatures.txt -width 300
Because the data is a long and wide it is better to pipe it into a file and review it there.
it shows that '.NET Framework 3.5 Features' are available, but '.NET Framework 3.5 (includes .NET 2.0 and 3.0)' has been removed.
However, the files are still on the DVD, you can use:
dism /online /enable-feature /featurename:NetFX3 /source:D:\sources\sxs /all /LimitAccess
or the PowerShell 'Add-WindowsFeature' commandlet to install it:
Add-WindowsFeature –name NET-Framework-Core -source D:\sources\sxs
Edit: On Server 2012 R2 with Update 1 installed (KB2919355) this doesn't work if you are using the original DVD/ISO. You need a DVD or ISO which includes that update. For new installations, install .NET 3.5 before you apply KB2919355.