Microsoft has a fantastic collection of projects for you to go through that allow for you to build Mixed Reality projects. Check out this link: https://docs.microsoft.com/en-us/windows/mixed-reality/holograms-101e.
Microsoft also has a walk-through on how to go about installing the tools and SDKs you need for building directly in Visual Studio. Check out this link: https://docs.microsoft.com/en-us/windows/mixed-reality/install-the-tools.