At the moment (2015-10-02) there is no ControlMinder 12.9 for Windows. 12.8 is the latest.
DVD11133325E.iso (ControlMinder 12.8)
Create a DB Instance for this installation. I created "PIM128" for this installation.
Goto the server designated for ControlMinder installation and logon to server as local Administrator.
Then, mount the Thirdparty ISO.
On Windows, you just need to run the "PrereqInstaller" and it will install JDK and JBOSS (and also ask you to choose the service port for JBOSS ports and updates).
Insert the DVD11133325E.iso
Click on the "Done" button from the previous screen.
Ignore the error message asking for the previous DVD. Click "Continue" a few times and it will close.
Select "Primary Enterprise Management Server" as this is the first one.
I entered "Siteminder1" as encryption key.
(All the EndPoints must use the same key during installation.)
Choose "Active Directory" to allow AD users to logon to AdminUI.
Click "Done" to reboot.
Logon to server and check taskmanager and wait till the CPU settles down.
If you see the ports starting, you should be able to get the AdminUI page.
Logon as AD user.
(You will be promoted to add this site to trusted site)
Thanks to GwanYu_Kim for his help in making this and the 12.9 on linux successful.