Can't create a server role using GUI in SQL Server 2014 Express
(This was asked recently and I'm going to close this as a duplicate.)

This is a known bug in Management Studio, and has existed since at least SQL Server 2012. Unlike other missing things in Management Studio (like SQL Server Agent), this has nothing to do with the version or edition of Management Studio you're using, but rather the edition of SQL Server that Object Explorer has connected to. Here's confirmation from one of the lead SSMS devs:



You will need to use T-SQL for this functionality until they fix it (which I think after 2016 SP1 they'll need to do a full audit of any instance-specific filtering or restrictions).