I ran into a situation where i needed the powershell scripts for tfs to be installed on the tfs server (we have everything for tfs on one server). Trying to modifying the install didn't give me the option to install the powershell scripts so i decided to download the newest version of the tfs 2012 power tools and do a uninstall and install. The problem is when i do an install the only components its letting me install is "Best Practices Analyzer" & the "Test Attachment Cleaner". Its not letting me install the "Backup Database Tools" (which is the urgent pressing need right now) or the powershell scripts i was originally wanting to install.
To add to Aghilas's answer. If you pickup whats in the Visual Studio Gallary:
Microsoft Visual Studio Team Foundation Server 2012 Power Tools
it will not have the backup tools. But if you download here
Microsoft Team Foundation Server Power Tools
It will have the backup tools. Whats even more MORE confusing is that if you have the tools (in the 2nd link installed) and you try to install the client tools (in the first link) it will ask you if you want to modify the install. Its been awhile since i've installed the tools but i "thought" they used to put the backup tools in and just wouldn't install them if you weren't on the server. I could be wrong though on that. I will try to install "Team Explorer" and see if that allows me to install the powershell scripts (in the Prerequisites for the first link)
Update 2: That was the key. I had to install Team Explorer and then it let me install the powershell scripts. Also it appears that the tools in the 2nd link has everything and the 1st link has everything minus the backup tools.