Dear all a easy question, osquery can be installed on Windows server? Or is better to install it only on client

Yes it can. I have it deployed on production windows servers. The real issue is being careful of what kind of queries you are running and how often.

because it can overload the server?

Yes, you can run into performance issues if you aren’t careful with what kind of queries you are scheduling and how often you schedule them. Feel free to ask about fleet over in #kolide