If it is not already installed, you could try seeing if the Windows environment supports some form of VM (e.g. VirtualBox) and then run a VM image from Microsoft. However the images are several GB, and running a VM inside a VM is not always possible. If you are stuck though, it may be worth giving it a go, and time-boxing your efforts to a day or two.
This is not possible, Windows has chosen not to enable their “App Store” for Windows Server, so there is no great way to install any applications from there, including Microsoft Edge.
Our suggestion would be to use something like BrowserStack to perform browser testing instead.
Note, you can install any other browser, just not edge due to the “app store” limitation.