Most of the other answers here have addressed the management features of an HP server, but not so much the reasons you would see a performance difference. HP-specific features like iLO and Intelligent Provisioning are wonderful, but they do not make your compile times any faster.
First off make sure you are really comparing apples to apples on the CPU/RAM.
Identical models of processors with the same clock speed, cache size, and miscellaneous features (Turbo boost, Hyperthreading, etc). There can be vast variation in performance across the various processor models, even if they appear to have the same clock speed and number of cores!
Check the speed of your memory, not just the size. How that memory is arranged (e.g. NUMA in a dual socket system) will also affect performance.
The next thing that would affect the likely affect performance of a compile workload is the disk subsystem. Your typical workstation is probably using a single 7200rpm SATA disk (maybe an SSD). Servers tend to be using higher performance drives (10k-15k SAS) with a RAID array. The RAID controller usually has a dedicated cache that can boost performance. Plus a RAID allows disk operation to be parallelized, which can further boost performance.
The other thing to keep in mind is that servers tend to use a chipset that provides a lot more I/O throughput. A server chipset will often have several "wide" PCI Express links (x16, x8), whereas a desktop chipset will usually have mostly x1 PCIe links. A server chipset is designed to be used with multiple high-bandwidth 10gigE and Fibre Channel controllers. Desktops rarely have any peripheral cards in them except for a maybe a video card. This could come into play for a network-intensive application. However, I sincerely doubt this would have any impact on the workload you described (compilation).
Note that none of the things I listed above are HP-specific. If you built a Supermicro server with the same specs as an HP server (CPU, RAM, disk, chipset), it would perform the same and would be significantly cheaper. It would be missing HP's proprietary value-added features, however.
I think to really get a meaningful answer as to why the HP server was faster, I would recommend doing the following:
Use a benchmarking tool like SiSoftware Sandra that can benchmark the various subsystems of a PC (CPU, RAM, Disk, etc). Compare the scores of each subsystem on the HP server to your PC. If you see one subsystem that scores significantly higher on the HP server, that probably explains the difference.
Use the Windows Performance Monitor to profile your system's workload while it is compiling. Figure out if the limiting factor on your system is CPU, RAM, or Disk.
Get an exact list of components in your server and PC and compare them. Identify differences.