Can't find the Class Diagram in Visual Studio 2017

It seems the 'modelling project' feature is removed from Visual Studio 2017. Reasons are given here https://blogs.msdn.microsoft.com/devops/2016/10/14/uml-designers-have-been-removed-layer-designer-now-supports-live-architectural-analysis/

Have you added the Visual Studio extension development?

Along with Class Designer, you have to include Visual Studio extension development also from the VS2017 installer.