To get up to date with the new visual studio express(2015) version:
It seems that we cannot have this "Add Installer" from the express edition. But it's quite simple really. You simply need to create a class and add the below code. 
Also you need to add the reference System.Configuration.Install.dll.
using System.Configuration.Install;
using System.ServiceProcess;
using System.ComponentModel;
namespace SAS
{
    [RunInstaller(true)]
    public class MyProjectInstaller : Installer
    {
        private ServiceInstaller serviceInstaller1;
        private ServiceProcessInstaller processInstaller;
        public MyProjectInstaller()
        {
            // Instantiate installer for process and service.
            processInstaller = new ServiceProcessInstaller();
            serviceInstaller1 = new ServiceInstaller();
            // The service runs under the system account.
            processInstaller.Account = ServiceAccount.LocalSystem;
            // The service is started manually.
            serviceInstaller1.StartType = ServiceStartMode.Manual;
            // ServiceName must equal those on ServiceBase derived classes.
            serviceInstaller1.ServiceName = "SAS Service";
            // Add installer to collection. Order is not important if more than one service.
            Installers.Add(serviceInstaller1);
            Installers.Add(processInstaller);
        }
    }
}