We are migrating our project to .NET Core and I\'m uppgrading our build server following the steps presented on this page https://www.microsoft.com/net/core#windows.
The problem was that when I applied the VS Update 3 on VS 2015 I did not check the Microsoft Web Developer Tools option. I had to do the following to get the folder and file in place.
Program and Features -> Visual Studio -> right click and select change -> select modify -> check Microsoft Web Developer Tools -> click update.
After the update run the DotNetCore.1.0.0-VS2015Tools.Preview2.exe file again and select repair (this step is necessary).
This will create the C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v14.0\DotNet.Web and Microsoft.DotNet.Web.targets file