Version 2017 of Visual Studio has changed to a new style installer that lets you select only the components you want. For AdvancedHMI to work, you must select the .NET Desktop Development option.
After you build the initial project, if you still do not see the components in the Toolbox, check this:
Go to Tools->Options menu
In that window go to Windows Forms Designer->General and make sure AutoToolboxPopulate is set to true.