The Arduino software is developed in the same environment as VBA; Visual studio 2017. Therefore vsMicro has to be installed as an add-on in Visual studio.

Visual Micro can be installed from https://www.visualmicro.com/page/Arduino-Visual-Studio-Downloads.aspx

After installation, the Arduino IDE must be installed.

When installed VMicro there is a new toobar present in Visual Studio. It is also necassery to install the Arduino IDE. This is possible with the new toolbar in Visual Studio (see screen below).

When the Arduino IDE is not yet installed, probably the text field standing "Arduino 1.6/1.9" will be empty. Click on the right arrow in this field to load the Arduino IDE.

Chose option <Configure IDE Locations>; you get the screen below.

In the example everything is installed yet and the location is already filled. Normally it will be empty. 
Now click on the button "Download/Install Ide" for installing Arduino IDE. This is a link to the Arduino.CC website. Chose Tab software and then download.

Chose the windows version of the IDE (not the App). During installation you will be asked to enter the location of the IDE. This is also the location you have to enter in the above screen.
Also some other choices can be made during installation, e.g. an USB driver. Check al these boxes.