Use the link provided in one of the closed issues for this page.
Save the file and then run it as administrator.
I had to do this because VS tells me "Service Fabric SDK must be installed" when trying to create one of the service fabric project types. It shows an "Install" link but that just shows an error message with some long link that I cant copy and am not retyping by hand.

Once that installer was finished the notice on the create project wizard went away. I didn't have to close VS or anything.

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Please do not close this issue until the doc page is updated.
@StingyJack, Thanks for leveraging Azure Docs feedback channel to raise this query and sharing your feedback, we are taking a look into this and will get back to you soon.
@StingyJack Thanks for your feedback on the document, I am assigning the issue to the author for updating the document as appropriate.
@StingyJack what exactly are you looking to have added to this doc? The entire doc explains and contains links to install the SDK.
Once you install the SDK, you are able to launch VS and run SF applications.
@MicahMcKittrick-MSFT - See this post's title for additional installation context.
A picture of the specific thing to enable in the vs installer would be nice, cos I don't see it and may just be missing it.
Also the installer fails when not run as administrator.
I will assign to the content authors to review
Service Fabric Tools component must be installed in Visual Studio (2017/2019), from the Visual Studio Installer.
@pi3k14 - can you share a screenshot of the option in the installer?

or you can install the complete "Azure development" Workload as mentioned in the install documentation.
Thanks, that workload was definitely selected yet VS didn't find the service fabric tooling.
The manual installation instructions on the referenced content page are still missing a step or two.
@StingyJack this issue was fixed in the 16.2 release of Visual Studio 2019. Are there any other issues that you are experiencing that you would like to have cleared up?
Which of the issues was fixed?
@StingyJack you can now download the SDK from Visual Studio by clicking directly on the link without having to run as an administrator.
Sorry for the lack of response on this. Busy busy busy.
If the vs installer's individual component option for this feature could be included in the workload section, and any SDK installer missing steps be added to that linked doc page, I won't dispute the closure of this.