Microsoft.TeamFoundation.Build.Client.dll still ships with VS 2015. For the 2015 release, we have removed the client OM DLLs from the GAC.
In the RC release you can find the DLL in c:\program files (x86)\Microsoft Visual Studio 14.0\Common7\IDE\CommonExtensions\Microsoft\TeamFoundation\Team Explorer. It’s kind of an obscure place.
The TFS 2015 client OM RTM NuGet package is now available (also works for Visual Studio Online):
.NET client libraries for Visual Studio Online (and TFS)