Installing TFS 2012 - Error: TF400069 A required component is not installed on the application tier

If your TFS Application Tier resides on a different instance of windows to your SQL Server, you may come across this error...

The issue here is that TFS needs the SQL Server Client Tools installing on the same box, so it can manipulate the data via the Analysis Services API.

This should solve the issue and you can continue with the installation of the TFS Application Tier on your Windows Server.