You should have whatever of them you need.
Going through each:
C++/CLI support -- You need this if you want to use the .NET framework in your program
standard library modules -- The proposed C++17 standard has a new feature called "modules". If you aren't planning on using them, you don't need this.
three windows 10 sdks, windows 8.1 sdk -- If you want to target Windows you'll need at least one SDK. Newer versions can still work with older operating systems, but you can't use features of newer operating systems unless you've got their SDK. Probably get the highest number Windows 10 SDK.
a 2015.3 v140 toolset -- If you are mixing your project with older projects that will be built in VS2015, you'll want this.
incredibuild -- Used for speeding up big builds. If you have more than 8 CPU cores on your computer you can get a speed boost while compiling. If you have a license to IncrediBuild and an IncrediBuild server you can spread the build across multiple machines on the network.
windows xp support -- If you have really old legacy code you need to support, you'll want this.
mfc and atl -- Microsoft Foundation Classes are some building blocks to build some windows forms programs. The Active Template Library can make it easier to work with certain COM and ActiveX components. You probably won't need either for new development.
clang/cli -- If you're using the clang compiler and want to work with the .NET framework, you'll want this.
5 hours ago, Josheir said:
Also, my debugger does not show me debugging errors after something not correct is entered, what do I need to do, is this a download too?
There isn't enough information to say. You might want to start a new post with a detailed description of the problem, so it isn't lost inside this topic.
