The system restore point function is not available in Windows Server 2019 because there is a better tool: Windows Server Backup. It can be used for the same purpose but it can also do a lot more.
It is not installed by default, you must install it via Server Manager (it's in Features > Windows Server Backup).
To reproduce a similar behavior to a system restore point, open Windows Server Backup, then in the left pane click on Local Backup, then in the rightmost pane click on Backup Once, then follow the instructions here (essentially you select Custom Backup and then the input, and then where to store - select another drive), making sure to select "System State" as the input and nothing else (do NOT select the Windows partition, it will ask for which folders to backup then and it won't work because some folders include symbolic links!).
If you want to go wurther, you can even backup your EFI boot partition if you backup everything too ("Bare metal", this includes other partitions).
And if you want a more flexible tool, you can use 3rd-party system backup tools such as Macrium Reflect (but expect that they are expensive, but they do a better job than Windows’ restoration points because they copy the occupied sectors sector-by-sector so you can be assured that they will restore your partition as it was).
