Troubles with Windows SDK

I recently installed a fresh copy of Visual Studio 2017 on a new machine and went on to build several projects some of them being VC++. The trouble was that I immediately run into a problem (actually the first problem was that MFC & ATL were missing because I forgot to check that in the list of Individual components so I had to install them separately). The problem was an error with a missing new.h header:

1>c:\program files (x86)\microsoft visual studio\2017\enterprise\vc\tools\msvc\14.15.26726\atlmfc\include\afx.h(62): fatal error C1083: Cannot open include file: 'new.h': No such file or directory