Are you looking for the C++ AMP support and if so, do you have Visual Studio 2012 installed? If you are not wanting C++ AMP support, you don’t have to worry about this. If you have VS 2010 or 2008, you will be able to do CUDA and/or graphics debugging after the installation is complete.
This is a bug. By “Visual Studio 11” it actually means “Visual Studio 2012”. It will be fixed in the next release. If you don’t need C++ AMP support, it is not necessary to install Visual Studio 2012.