The option should be there when you run the online installer (and offline) installer.

See the attached image.

Hi Armeen,

In my computer, I have Appeon 2017 & 2019 installed.

I have a folder like "C:\Program Files (x86)\Appeon\PowerBuilder 17.0\AutoCompiler" that contains 3 files:

Autocompiler.exe

install.txt

pbc.pdf

(Note: I have attached txt & pdf in this message)

The install.txt file says:

Appeon® PowerBuilder® Version 2017 R3 AutoCompiler Installation Notes
*************************************************************************

The AutoCompile.exe file is a standalone setup program for the OrcaScript tool, the PowerBuilder Compiler (PBC) tool, and their supporting files.

You can freely copy this file to any location or any machine, install and use OrcaScript and PBC without needing PowerBuilder or any license file.

To use PBC, read the pbc.pdf file in the same directory.
To use OrcaScript, refer to the "The OrcaScript Language" section in the PowerBuilder Users Guide.

I have also other folder where the autocompiler 2017 is installed: 

C:\Program Files (x86)\Appeon\AutoCompiler 17.0

The problem is that I don´t have the equivalent folders/installers for Appeon 2019 

I don't remember their being an installer in PB 2017.  Anyway, you just copy the files over from your development machine over to your automated build machine.  In PB 2021, there is now option to have installer install for you or you still could just copy it over.