Recently I have been trying solve a build issue on my new work laptop. The error pointed to not having the correct Windows SDK Installed. But when I tried to install the needed version 7.1 I recieved the error show above.
The accepted answer in this Stack Overvlow thread finally allowed me to install it with the .NET Components selected.
Next I had to set the current path to point to the 7.1 directory
and now I can run our build script on my local machine.