Target .NET Framework 2.0 (not .NET Core 2.0) with Visual Studio 2017

First of all, you have to enable .NET Framework 3.5 in the "Windows Features" tab of the control panel, which includes .NET Framework 2.0. You won't be able to target those frameworks if you don't.

Then, you'll see in the project properties panel a "Target Framework" property, set it to .NET Framework 2.0.