The Dynamics 365 Developer Extensions is a 3rd party add-on for Visual Studio. Note at the time of writing, the extensions support Visual Studio 2012, 2013, 2015, with support for Visual Studio 2017 in progress.
You can read more about the addon here: https://marketplace.visualstudio.com/items?itemName=JLattimer.DynamicsCRMDeveloperExtensions
To install, download and run the vsix:
You will now see these new options when creating a new project: