I downloaded the Tools from VS. It appeared to install. When I go to create a PHP project it tells me "The PHP 7.1 and Xdebug is missing..." I really don't know where to look.
ddaurio the dialog telling you "The PHP 7.1 and Xdebug is missing..." has button Continue which installs it for you.
Tools - Options - PHP Tools - Advanced and choose the PHP installation there.
This is clearly documented here: https://docs.devsense.com/en/vs#configuring-php