You didn't mention the processor in this system, but there is a good chance this configuration will work. The basic requirement for Xeon support is E3-1285v3 and C226 chipset.
This Intel platform have motherboard with C226 if I understand correctly: http://ark.intel.com/ru/products/76075/Intel-Server-System-R1304RPMSHOR And I have Intel(R) Xeon(R) CPU E3-1225 v3 @ 3.20GHz. This CPU has Intel® HD Graphics P4600 -- is it not enough to use Intel graphics via Media SDK?
Media SDK R2 for Linux servers is supported on all updates of Ubuntu 12.04. It is not officially supported on Ubuntu 14.04. While many features will work in the later Ubuntu there are several that require the combination of patches to the graphics stack. You are free to use the source included to do your own port to Ubuntu 14.04 but it is not a supported configuration. Also please be aware that R2 is the last release supporting Ubuntu (more info here.)
What compilation problems are you seeing on Ubuntu 12.04.4? You may be interested in this recently posted Linux Install Tutorial.
In your sample_decode command line : /opt/intel/mediasdk/samples/_bin/x64/sample_decode_drm h264 -i /home/vit/Broadband_1_upper.mp4 -o /home/vit/trailer_1080p.yuv -hw
,your input codec as h264 and you pass an mp4 file. The MSDK expects video stream as input. So, can you use ffmpeg or yamb software to extract the video stream from your mp4 file and pass that as the input to the decoder?
"Is it really possible to simple install software from Intel ?" -> Regarding your installation procedure, if you followed the steps given in this article, you install should be good. Have you had any luck getting the install to work recently?