My first question would be to check if the auto-configure option works? It took me a little bit to figure out where to find it, but if you add the AppInsight to the host, then edit the application, you have a button to configure it...I wrote up a quick blog post on it the other day.
If you don't want to do the auto-configure route (give it a shot if you can, you can always remove the admin access after), then there are some caveats to doing it manually. In answer to your questions:
1. Excellent, that's the easy bit
2. Certs
a) Yes, I didn't find this clear in the instructions, but it gets run on the Exchange server
b) Yes, the missing information is correct. The PowerShell script they provide creates a self-signed certificate. If you wanted to make it all "legit" you can manually create a certificate and sign in by your certificate authority on your domain if you have one, but it's not needed for this purpose.
3. This got me too. The command won't run as is in a PowerShell window. This is because some of the characters (for example the { and }) are special for PowerShell. The quickest solution is to pop open a command prompt window with elevated access (run as admin). Paste the command in there, and you should be off to the races.
If you've already run the quickconfig what you'll find is it setup an HTTP listener, while SAM is trying to setup and HTTPS listened. You can verify this by doing the following:
winrm e winrm/config/listener
Try running your command again in a command window, and then run the above again, and you should now see an HTTP and HTTPS listener.
Before autoconfigure/manual configure (but after quickconfig)
PS C:\> winrm e winrm/config/listener Listener Address = * Transport = HTTP Port = 5985 Hostname Enabled = true URLPrefix = wsman CertificateThumbprint ListeningOn = 10.0.0.65, 10.5.22.63, 127.0.0.1
After autoconfig/manual config
PS C:\> winrm e winrm/config/listener Listener Address = * Transport = HTTP Port = 5985 Hostname Enabled = true URLPrefix = wsman CertificateThumbprint ListeningOn = 10.0.0.65, 10.5.22.63, 127.0.0.1 Listener Address = * Transport = HTTPS Port = 5986 Hostname = 10.5.22.63_Solarwinds_Exchange_Zero_Configuration Enabled = true URLPrefix = wsman CertificateThumbprint = E798FE9DD46D3EA0CE971EA9E44B99B3DE8BD5AB ListeningOn = 10.0.0.65, 10.5.22.63, 127.0.0.1
I hope that helps a bit.