Exchange 2010 out of the box is not supported on Windows 8.
In order to get it to work you must first install .Net 3.5. This doesn’t always work using the add feature section so you can do an offline add from the Windows 8 DVD. Put the following in at a command prompt:
Dism /online /enable-feature /featurename:NetFX3 /All /Source:DVDLOCATION:\sources\SxS /LimitAccess
*Replace DVDLOCATION in the above command with the path to the windows 8 DVD.
Once you have got that installed, you need to make a batch file and save it to your desktop as follows:
"C:\Program Files\Microsoft\Exchange Server\V14\Bin\Exchange Management Console.msc"
You can now remotely administer your Exchange 2010 Server!
Updated code today 07/12/2012 to open exchange console directly. Thanks to jerquiaga.gmail for the suggestion.