To run on on your CI server without Visual Studio, you only need to copy a few folders from a development machine to the same location on the CI server. There is no need to install the SDK.
VS 2015:
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v14.0\Web
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v14.0\WebApplications
VS 2013:
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v12.0\Web
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v12.0\WebApplications
VS 2012:
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v11.0\Web
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v11.0\WebApplications
VS 2010:
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v10.0\Web
- C:\Program Files (x86)\MSBuild\Microsoft\VisualStudio\v10.0\WebApplications
.NET 4.6:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.6
.NET 4.5.2:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5.2
.NET 4.5.1:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5.1
.NET 4.5:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5
.NET 4.0.1:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.0.1
.NET 4.0:
- C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.0
Or, as Matt suggested, you could copy them into a subdirectory of your project and alter the <MSBuildExtensionsPath32> location in your MSBuild (typically .csproj or .vbproj) file.
Once you have done this, your project will compile.
You should also set the VisualStudioVersion environment variable explicitly to the Visual Studio version (10.0 for VS2010, 11.0 for VS2012, 12.0 for VS2013, 14.0 for VS2015) you are using just to be sure it is set right in your configuration.