How do I view XPS documents in Windows Server 2008 R2?

A couple of years ago I was having trouble viewing an XPS document on Window Server 2008.

Today I hit the same issue again but this time on Windows Server 2008 R2.

Previously in 2008 the XPS Viewer was listed as a sub feature of .NET Framework 3.0.

In 2008 R2, it appears instead as a feature in its own right, way down at the bottom of the features list: