Just run the CPLEX installer and take the default options. It will install everything you need to use CPLEX with Visual Studio (and a lot more as well), and should be compatible with any recent version of VS. Only real decision is whether to install the 32 or 64 bit version (or both). It'll put a mountain of stuff in somewhere like 'C:\Program files\IBM' but you can ignore most of it when working with C# and .Net
When I am working with Visual Studio and C#, I pretty much only ever use stuff in one folder such as:
C:\Program Files\IBM\ILOG\CPLEX_Studio1271\cplex\bin\x64_win64
Obviously you need to have a compiler and linker to do stuff with C#, and Visual Studio is the obvious choice. I have used many combinations of versions over the years (currently using 64-bit CPLEX 12.4, 12.5.1, 12.6.3 and 12.7.1 on various projects, with VS2008, VS2010 and VS2015, both pro and community editions) so I can't see why you would have a problem.