you may not understand the relationship between installing the development environment and creating a new project.
first of all, you must install ef locally to use ef, in your project. So far, it looks like you've finished it.

if you want to use ef, in your project, you need to install ef,nuget in the project. If you have ef, on your local computer directly from the local copy to your project directory, if not, download ef from the network to your project directory.

you can also right-click on the project and add the relevant templates for ef. At this time, the ef framework will be installed automatically.