Where is the EDMX
There is no edmx support in Entity Framework Core. It only supports a code-first approach. The option to add a new Entity Data Model will be added, but it will produce entity class files instead of an edmx file. The tooling development is a little bit behind the framework development currently.
Still no EDMX support yet for .Net core. To generate the dbcontext and entities from database, run below command in package manager console:
Scaffold-DbContext "Server=yourserver;Database=yourdatabase;Trusted_Connection=True;" Microsoft.EntityFrameworkCore.SqlServer -OutputDir Models
See details in https://docs.microsoft.com/en-us/ef/efcore-and-ef6/porting/port-edmx
You will need these packages:
Microsoft.EntityFrameworkCore.SqlServer
Microsoft.EntityFrameworkCore.Tools
Microsoft.EntityFrameworkCore.SqlServer.Design
https://ef.readthedocs.io/en/staging/platforms/aspnetcore/existing-db.html#install-entity-framework