ADO.NET Entity Data Model missing Visual Studio 2015 community
After a lot of research, I found out that there are some compatibility issues where come from the recent Microsoft migration to open source world (since Asp.net5) that I obtained from Data Points - The EF6, EF7 and ASP.NET 5 Soup MSDN Article. Read the full article please.
So if you wanna have both EF6 and Asp.net5, consider the article tips. And if you don't persist in using Asp.net5, simply use Asp.net4.5 (following image) which have Ado.net Data Model in Add New Item dialog (I tested its availability with my Visual Studio Enterprise).
May sound stupid, but since I got caught with this, it might be someone else's issue too...
In VS 2015, there are 2 project templates called Class Library... one being in Windows and one in the Web and having (package) suffix. Apparently, besides misleading name they have nothing to do with each other and the second one clearly is not made to support EF models... Make sure you have created a proper project type or open a working solution made with different VS version.
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Also this might help. I have it already installed, so not sure if it affects my configuration or not (shouldnt as EF tools are supposed to be shipped already with VS 2015):
http://thedatafarm.com/data-access/installing-ef-power-tools-into-vs2015/