Hello,
By default Dynamic HTTP Compression module (Role) is not installed in the server. In this case you need to add/enable this manually. To get it done, please follow these steps.
• Windows Server 2008
1. Open the Server Manager console by going to Start > All Programs > Administrative Tools > Server Manager.
2. In the Server Manager tree view, expand Roles, and click Web Server (IIS).
3. In the main window, scroll down to the Role Services panel, and click Add Role Services.
4. In the Select Role Services dialog, click and enable Web Server (Installed) > Performance (Installed) > Dynamic Content Compression.
5. Click Next.
6. On the Confirm Installation Selections screen, click Install.
Now, please reboot your server to make it work properly. You can verify Dynamic Content Compression is enabled now for your server by browsing IIS > Site > Compression.
Thank you,