I don't want to write the whole procedure because it has been done many times by other people. I only want to point out some issues I have encountered in setting up the environment.
I followed this great procedure from Rob Marshall, so credits for writing the guide goes to that guy ;)
When installing your DC, never choose 2012 ad the domain/forest level, since the System Center products will not recognise that level, and so you will have an error when you run the prerequisite checker.
After I had extended the AD Schema, and configured the "System Management" object in AD, I still had the error in the prerequisite checker that my domain level was not at the correct level + AD was not extended. Well, turns out you need to be logged in as domain admin when you run the prerequisite checker. I was logged in as local admin and that's why I wasted to many time searching for the answer :p
Defining security rights on the "System Management" OU (right click - properties - security) is not enough. You need to use the delegate control, otherwise SCCM cannot populate the OU.
At first, SCCM wasn't synchronizing with WSUS for software updates. Apparently, when you install and configure the software update point in SCCM, at a certain point you need to select the wsus ports. I chose default, but that will not work, since WSUS uses a custom port: 8530 for HTTP and port 8531 for HTTPS (SSL). So make sure you select the 2nd option: custom ports