Support Tools are the tools that are used for performing the complicated tasks easily. These can also be the third party tools. Some of the Support tools include DebugViewer, DependencyViewer, RegistryMonitor, etc.
-edit by Casquehead
I believe this question is reffering to the Windows Server 2003 Support Tools, which are included with Microsoft Windows Server 2003 Service Pack 2. They are also available for download here:
You need them because you cannot properly manage an Active Directory network without them.
Here they are, it would do you well to familiarize yourself with all of them.