You need to ensure that you have downloaded and installed the preview of the AWS Toolkit for Visual Studio 2017. At the time of this writing, the toolkit could be found at this link: https://aws.amazon.com/blogs/developer/preview-of-the-aws-toolkit-for-visual-studio-2017/. 

If you are using an earlier version of Visual Studio, download the AWS Toolkit from this link: https://aws.amazon.com/visualstudio/. This version of the toolkit supports Visual Studio 2015 and also allows you to download legacy versions for Visual Studio 2010-2012 and Visual Studio 2008. After you have downloaded and installed the toolkit, you are ready to create your first AWS Lambda function.