When you install Active Directory on a computer that is running Windows Server 2003 with SP1 (Service Pack 1), the ICS area does NOT appear on the Advanced tab of the network connection's Properties.

To workaround this behavior, configure Routing and Remote Access to use NAT (Network Address Translation). NAT provides the same connection sharing capabilities as ICS.

See How do I configure NAT (Network Address Translation) in Windows Server 2003?

NOTE: See ICS may not work reliably if the DNS or DHCP service is installed on the same computer.