I´m having the same problem and I don´t think it´s a documentation issue. The AndroidWorks installer itself is the one that says it´s not compatible with Visual Studio 2015.
You download UE 4.12.3 (which requires VS2015) and it comes with the installer for AndroidWorks 1R1 (which requires VS2013 during installation and doesn´t support VS2015).
So what´s the deal? Is it ok if I just download AndroidWorks 1R4 from Nvidia and use it with UE 4.12.3? Is it officially supported? Is there a reason UE comes with a year old installer of AndroidWorks that works with another version of Visual Studio, instead of the more recent one?