The DPM-Cmdlets can be run from computers other than the DPM server. But before you can do that you need to install the DPM Management Shell and for this you need the 2gb DPM installer.
DPM and Windows Firewall: I needed to open TCP port 57736 and UDP port 1434 for remote access to work. (more info below)
The TCP port that I had to open corresponded to the TCP/IP port used by SQL server. You can figure it out using the SqlServer configuration tool by looking at the properties for the protocols: