Although it says "Batteries are included" on the page you have mentioned, that only refers to how the NuGet package manager is integrated with Visual Studio 2017. The other downloads on that page are for Visual Studio 2013-2015.
If you want the command line nuget.exe
in order to create NuGet packages, that is still a separate download on the page you mentioned: https://dist.nuget.org/index.html
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