Once you download the installer for Visual C++ 2015 Build Tools from here, you can run it as follows:
to have it download all the necessary files for later “offline” installation. This allows one to archive the installer and reinstall it later on another machine. This is similar to the functionality in the SDK and WDK, which also allow to just download all files for later use.
NB: this also works if the full Visual C++ or Visual Studio 2015 product is installed. If you tried to install it, it would reject it due to the full product being already installed.