Install Visual Studio

Open Marketplace
Enter Visual Studio and select result (opening in a browser)
Download Community Edition
Select .NET Development when asked which components to Install
On first start select Visual C# as Development Settings
After Visual Studio started install the following extension Tools -> Extensions and Updates... -> Online -> Microsoft Visual Studio Installer Projects
Restart Visual Studio to complete installation

Building the project

In Visual Studio

Click Teams -> Manage Connections
Under "Local Git Repositories" in side bar select clone and enter URL of repo ** Later only update the repo in the Team Explorer by selecting the repo -> Sync -> Pull
In the top toolbar select "Release" in the Solution Configurations drop-down menu
In the Solution Explorer Sidebar right-click on Setup and select Build
If building was successful two files setup.exe and Setup.msi will be located inside the source folder's Setup\Release directory
If building fails with an error about a missing 'System.Net.Http.dll' open Setup Project in Solution Explorer -> Detected Depencencies -> double click any .dll ** In the new window scroll down until you find multiple entries of 'System.Net.Http.dll' and delete the one with squiggly lines below it. After that it should build.
Done