The Intel® C++ and Fortran compilers for Windows* require that Microsoft Visual C++* support be present. For Fortran, the C++ libraries and tools are required to build applications. Unlike prior versions, Microsoft Visual Studio 2015 does not install C++ support by default, so if you want to use the Intel compilers with Visual Studio 2015 you must customize the install and enable C++ support.
When you run the Visual Studio 2015 installer, you will see a screen that looks like this. (Community Edition shown here, but other editions are similar):
Select Custom and click Next. You will then be shown a screen where you can choose components to install (Community Edition shown here; other editions will have additional components):
Check the box for Visual C++. For Intel® C++, leave all the subsidiary boxes checked. For Fortran you need only "Common Tools", though if you will be building applications to run on Windows XP* you should check the box for that. Click Next and proceed with the install.
If you have already installed Visual Studio 2015 and did not select C++ support, rerun the Visual Studio installer and change the options.