I had the same problem on CC.Net 1.5.x - installed it without IIS, and
found no Web Dashboard (to begin with). I wanted to control the CCNet Server.
I'm not sure if for 1.8 the CCTray application can only be downloaded separately from SF:
http://en.sourceforge.jp/projects/sfnet_ccnet/releases/
In my case, 1.5.7256.1, the installer for CCTray is there, in:
Program Files(x86)/CruiseControl.Net/webdashboard/cctray
You can install it after main CC.NET installation.