KVM is supported from Win 2008 R2. The only OS I've seen it not be supported on is 2012 R2.
When you say you cannot KVM from your Core-
Do you have the KVM option enabled and it fails to connect, or is it missing the KVM option all together?
If it is failing to connect -
What error are you getting?
What Build of LDMS are you using?
Also on Windows 8.1. Can you help?
I installed Console just for that purpose and it's the same.