Does Visual Studio 2015 include .edmx support?
I have a project that includes an .edmx data model and double-clicking it in VS2015 just opens the XML editor.
There's no DbContext generator option in the file->new dialog.
During setup of VS2015, go to the advanced options and select Web or Database Development tools. Now the Installers install the EF tools (Designer + templates). If you have VS already installed, to the Programs & features in control panel and modify the currently installed VS2015.