The Visual Studio shell used to create Reporting Services reports has been released under various names, including SQL Server Data Tools (SSDT).
I downloaded the Disk Image File
I opened the Disk Image File and ran SSDTSetup
I selected the SQL Server Reporting Services checkbox and clicked the Next button
I agreed to the license terms
Visual Studio 2015 Shell was installed
Setup was successful
I clicked the New Project... link
I selected the Project Server Report option
I right clicked on the Reports folder and selected the Add New Report menu item
I clicked the Next button
Microsoft Dynamics was not shown as a data source type
I installed the Microsoft Dynamics 365 Report Authoring Extension
I accepted the license agreement
I installed Microsoft Application Error Reporting
I clicked the Next button
I clicked the Next button
I clicked the Next button
I clicked the Finish button
I right clicked on the Reports folder and selected the Add New Report menu item (again)
Microsoft Dynamics 365 FetchXML was the default data source type
I entered my https://XXX.crm.dynamics.com URL into the Connection string box and clicked the Next button
