Warning: targeting the Web player prevents socket connections, even in the Editor. This prevent us to communicate with Visual Studio to send console messages or open files.
You can import it like a standard asset package. It may take a restart of Unity for it to realize there's a new package.
You need to make sure you import the package which maps to the Visual Studio version you are using.
You can also import the Visual Studio Tools for Unity package when you create a new project
If the Visual Studio Tools package is not available in the Standard Package menu, you'll always find one in:
C:\Program Files (x86)\Microsoft Visual Studio Tools for Unity\201X