Data collectors allow you to remotely monitor a server when you’re otherwise unable to.
It’s fairly simple to set these up.
First, log in to your instance of Server 2012 and open the Server Manager application


Next we’re going to select the Performance Monitoring tool
Tree down to Data Collector Sets > User Defined and right click “User Defined”

Select New > Data Collector Set
This will create a popup for you to fill out information about your new Data Collector Set

Fill out the name and select that you’ll create it manually.

For this example, we’re just going to record some system performance values over a period of a minute or so and then look at the results. Select the Performance Counter option and click Next. If you wanted a system alert, you would use the second radio button.

Next we’ll select what we want to monitor on this computer. In this case, we’re just going to get some basic statistics about the processor and memory. There are many, many attributes here that we can monitor include authentication data, routing information, and many others. Add a few items and click Ok.

From this page you select the sampling interval. If you’re going to be leaving this alone for a while, it might be best to have a lower sampling rate. Keep in mind that log files take up space so plan accordingly.

 
Now you select where to save your data.

It may be necessary to provide credentials depending on your login configuration. Save and close the configuration utility.
 

Back in the main application tree, right click your new data collector and click Start. Let it run for a little while then stop it so we can view the data.
Tree down to the Reports section and load your report. You’ll get a nice graph with some metrics for each item being monitored.

 
Finally, we’ll set this up to run by going back to our Demo data collector, right clicking to select Properties, then going to the Schedule tab to schedule this data collector to run periodically.