You can download and install it from here. It is recommended you use the automated one-click install provided by the Web Platform Installer x64 or x86. Click on the appropriate install link below based on your version of Visual Studio:

 

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I installed the SDK for VS 2012 with WPI 4.0. Upon successful installation, the installer listed all products installed and other products available to be installed.

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If you’d like to see what’s included in the latest SDK, click here.

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