One of the coolest new features in Visual Studio 2015 that my team is responsible for is the dynamic feed for setup. As we move towards a more service-driven model, we wanted to ensure that the toolset you get when you install Visual Studio isn't just the best selection we could provide in July 2015, but is curated and updated over time.
With the release of Windows 10, we've updated the ATOM feed that VS setup uses to determine what features to offer. Whether you're setting up Visual Studio for the first time or returning to Add / Remove Programs to modify your installation, you'll see some new items pop up, as per the following image:
With this new capability, you no longer have to install standalone packages for things like the Windows SDK or the Visual Studio extensibility tools - we can bring them to you directly within the core Visual Setup on internet-connected machines. We'll continue to update this feed on a very regular basis, and we're looking at how we can make these kinds of updates more accessible from the Extensions and Updates dialog in the product itself.