If you're adding an installation project to your Visual Studio solution then there's one setting you might miss.

This is changing with the release of Visual Studio 2017 15.5 Preview 4, as F# projects can now target .NET Core and .NET Standard.

You can get Visual Studio to take care of this for you: Go to Visual Studio's Build menu and select the Configuration Manager choice. In the upper left hand corner of the resulting dialog, you'll see ...