Download and install the WiX Toolset from wixtoolset.org.
The installer for the WiX Toolset provides also the integration with Visual Studio, after the installation you should be able to create WiX specific projects.
Admin rights are needed.
Some versions of WiX are compatible only with particular version of Visual Studio:
It is composed by 6 parts:
WiX Toolset: show the version installed by the installer and launch the Wix Toolset website on click
License: show the license
Install: start the install
Up To Date: check if a new version is available
News: launch the WiX news
Exit: close the installer