From the Microsoft Website:
In order for you to be able to use this Extension, you will require you to have Visual Studio 2015 installed in your machine. If you do not have Visual Studio on your machine, you can always download the Community edition, as its free.
With this extension you can author C++ code for Linux servers, desktops and devices. You can manage your connections to these machines from within VS. VS will automatically copy and remote build your sources and can launch your application with the debugger. Our project system supports targeting specific architectures, including ARM.
Click here for more information about this extension.
This page will give you even more information plus screenshots
And this is a screenshot of me installing the extension for my Visual Studio. I just really had to have it