But it is stated in the "getting started" that
After installing Intel Parallel Studio XE 2015, access these tools in one of the following methods:
The system requirements are documented in the release notes: https://software.intel.com/en-us/articles/intel-parallel-studio-xe-2015-composer-edition-c-release-n...
During installation, the prerequisite dialog should inform you about the VS IDE integration not available. Did you see that? If not, it'd be a bug in the installation.