Immediately after the start the list of missing dependencies will appear (see picture below). Please note that after installation a restart will be required! Note that if you previously have installed Windows Fabric components you will have to uninstall it. Note that it is not necessary to go to the direct link (shown below). Simply click "I Accept" to proceed. Setup will automatically download and install required components.
After installation of Service management Components 3.0 you will have to restart the machine.
After the restart the installation will proceed automatically. At the end the start menu will contain the node “Windows Azure Service Bus” :