The user interface rules for the "Turn Windows features on or off" part of the Control Panel do not seem to have been followed for enabling MSMQ.
Here is the screen before you decide to install MSMQ. As expected the box next to "Microsoft Message Queue (MSMQ) Server" is empty:
Now click on the box to select MSMQ and you get this:
Tradition would tell you that this filled square (as opposed to a ticked one) indicates that some, but not all, of MSMQ's components are now selected. This usually means that the default options which Microsoft thinks you need for minimum functionality will be installed if you continue. But if we click on the [+] then we see that, in fact, nothing has been selected:
To get the minimum level of MSMQ functionality you must open up the "Microsoft Message Queue (MSMQ) Server" branch and additionally select "Microsoft Message Queue (MSMQ) Server Core". Note that this does not enable any of the other options, which is fine.
No matter how hard you try clicking the branch nodes, though, you can't get all of MSMQ selected - the expected process of ticking a box to select the defaults and then ticking it again for full functionality is just not there. You have to manually select the individual options to get everything:
For more information about the Turn Windows features on or off wizard, visit the Microsoft Web site.