It appears that the SDK does not install the project templates into newer versions of Visual Studio. To get the templates, I was able to open the SDK msi file using 7zip. I then copied the swcsharpaddin.zip to my Documents\Visual Studio 2015\Templates\ProjectTemplates\Visual C# directory. After creating a new project with the template, I updated my build target to 4.0. I had to fix all of my SOLIDWORKS references and also add in the Microsoft.CSharp from the Assemblies/Framework tab back in.