To install a desktop environment, you’ll need to enable package installation from the Internet (the desktop packages aren’t on the server installation CD). The installation program should have done that for you if it found an Internet connection, but apparently it didn’t.
Then run these commands to install a desktop environment:
sudo apt-get update sudo apt-get install ubuntu-desktop
You should get a graphical login prompt at that point (I’m not completely sure; if you don’t get one, reboot).