It looks like it could be only the R2 version that has DNS. It is only mentioned on the R2 overview.
"Windows Web Server 2008 R2
Windows Web Server 2008 R2 is a powerful Web application and services platform. Featuring Internet Information Services (IIS) 7.5 and designed exclusively as an Internet-facing server, it offers improved administration and diagnostic tools to help reduce infrastructure costs when used with a variety of popular development platforms. With included Web Server and DNS Server roles
, as well as improved reliability and scalability, this platform allows you to manage the most demanding environments — from a dedicated Web server to an entire Web server farm. "