If you are in one location and attempting to open a Maint plan at a different location it might be slow based on your connection speed between the two locations.

As far as the tools... It all depends on if whomever installed SQL Server if they installed the Management tools on the server.

As far as installing Management Studio on your PC yes you can. You would simply used the same DVD/CD install for SQL Server and only pick the Management Tools when it comes time to pick what you want to install.