Getting Started on Visual Studio 2015 - PeterMortensen/roslyn GitHub Wiki
Step 1:
Set up a box with Visual Studio 2015.
Step 2:
Be sure to select "Custom" when installing (or modify your installation if already installed)
Step 3:
Install Universal Windows App Development Tools -> Tools (1.1.1) and Windows SDK, Windows 8.1 and Windows Phone 8.0/8.1 tools -> Tools and Windows SDKs and Visual Studio Extensibility Tools
Step 4:
Install the .NET Compiler Platform SDK which gives you the Visual Studio project templates and the Syntax Visualizer tool window.