The official line is, of course, going to be that it's "unsupported". Also, if you're connecting to your server using Remote Desktop you can just grab screen shots of the Remote Desktop session, can't you? Which would mean it wouldn't need to be installed
on the server?
That said, I can't think of any harm it could do. Depending on the key bindings used by the program, you could find using it in a Remote Desktop session rather "entertaining". :) But that's just because of the way Remote Desktop works.
I'm not on the WHS team, I just post a lot. :)