First step is to install Windows Server 2016 X64 with the server GUI, then join it to a domain that is Windows Server 2012 schema or Server 2016 Schema. Next step is to install the infamous "Microsoft Unified Communications Managed API 4.0, Core Runtime" package. see below.
This computer requires the Microsoft Unified Communications Managed API 4.0, Core Runtime 64-bit. Please install the software from http://go.microsoft.com/fwlink/?LinkId=260990
If you see the message below, and you have installed the server GUI, then you need to get CU4 from KB3177106, and use this ISO to restart the installation process.
The Windows component Server-Gui-Mgmt-Infra isn't installed on this computer and needs to be installed before Exchange Setup can begin.
For more information, visit: http://technet.microsoft.com/library(EXCHG.160)/ms.exch.setupreadiness.ServerGuiMgmtInfraNotInstalled.aspx
Just for kicks, Install the Server GUI component from Powershell