xcom2-sdk-setup.html
First thing, go into the install folder and go into 'Binaries/Redist/' and run the 2 executables in there
Next, launch the sdk. On the top go to Tools, Options and setup your paths to the game and the sdk files. So, XCOM 2 >> General and then '~\common\XCOM 2\XComGame\' and 'common\XCOM 2 SDK\XComGame\'