The installation doesn't differ from installing TS on a member server, but the default permissions do not allow normal user to connect to a TS running on a DC.
And there are some very good reasons for that. Keep in mind that a terminal Server is just a multi-user workstation. Do you really want your users to logon to your DC and use it as their workstation? I must strongly suggest that you don't do this.
Apart from the security risks, you could face performance problems as well. A DC in an Active Directory domain has quite some roles already, which are performed in the background. A TS is tuned differently to provide the quickest response times for interactive users. This can easily lead to performance problems for both the DC-role and the TS-role.

That said, if you want to continue with this setup, you will have to modify the Default Domain Controller Security Policy to grant your users the right to Logon through Terminal Services.
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Vera Noest
MCSE, CCEA, Microsoft MVP - Terminal Server
TS troubleshooting: http://ts.veranoest.net