As far as troubleshooting goes, we will assume you know how to install a Windows Server, configure its network, join it to a domain, and add roles to it, and we will start from the basics—running the wizard and configuration console. The first thing that might go wrong is something with the domain. If the computer's domain account is not right, or something is interfering with connectivity to the domain, you'll hit a snag almost immediately. Permission issues are also high on the list here—if you're trying to run the console as a user with restricted permissions, it may not be able to configure anything. After all, creating GPOs in the domain requires privileges, and so do other operations done by the console.
For the most part, the URA console only goes through configuration options, but nothing is applied until you finish the wizard, or if you're adjusting the configuration via the console directly, things start to happen when you click on Finish on the bottom-right...