What do I need to install to get Microsoft.TeamFoundation.WorkItemTracking.Client.dll?
For anyone looking for this in Visual Studio 2012, you can add references without an external download:
For visual studio 2015
https://www.nuget.org/packages/Microsoft.TeamFoundationServer.ExtendedClient/
You can have more details for another similar assembly here:
Where can I find Microsoft.TeamFoundation.Build.Client in Visual Studio 2015?
You need to install the TFS Team Explorer (i.e. the TFS client tools).
Installing the VS2010 SDK will add documentation etc., but the assemblies come from the client itself.