Sorry i thought you've already installed but just that AEX was not enabled.
If you just want to install AEX then you can do so by expanding...
optional standalone units->advanced adapter engine extended -> standard system -> Advanced Adapter Engine Extended
After that you should be able to enable the function unit.
I don't think you should go for process orchestration(PO) package as you have already installed and enabled BPM and BRM. So installation of AEX should be enough i believe to make it PO(AEX(PI) + BPM and BRM)