How to install Exchange 2010 Management console

The full install package for Exchange 2010 SP3 is available here: https://www.microsoft.com/en-us/download/details.aspx?id=36768

You should be able to run that to install the EMC on any machine.

As long as your machine is in a subnet that is in the same AD site, you can install EMC and EMS on any machine. Just select Management Tools when you are asked to select the roles for installation.

How can I delegate a specific role for junior admins to use EMC? THANKS!

It depends on what you want them to do. There are a bunch of security groups in the Exchange Security Objects OU in AD that you can use to grant rights easily. I'd recommend the recipient management group for managing user mailboxes. Exchange has a very granular method of granting permissions with Role Based Access Control. It will allow you to define the exact Powershell cmdlets admins can use to manage things. It's fairly complicated to use, though, so if you want to use that, I'd recommend running a google search on Exchange RBAC to get some good info. Unless you have a good understanding of RBAC, though, using the built in management groups is a lot easier to do.