I installed Ubuntu Server 14.x for use as a server. It comes with a plain vanilla terminal UI.
How can I install a graphical desktop on it?
Hmm... do you really need the xDE on server? It's upto yours of course, but in my thoughts the server should not waste its resources for such things.
Anyway, if you really want to lower its productivity, you may:
apt-get install *-desktop
where asterisk stands for ubuntu, xubuntu, gnome etc... Consult available repositories.
To avoid significant productivity decrease, I'll suggest to install low resource consuming DE like XFCE.
All my servers have no DEs, and all administering tasks I do via WebMin or (mostly) via ssh. Can you explain, what do you need GDE for?
It's pretty easy actually. From the terminal command line type
sudo apt-get install kbuntu-desktop
Reboot once the install is done.