I am using Windows 10 Insider Preview build 16281 and the latest RSAT msu that's available on the Windows 2016 Server Preview 3 download page. After several attempts I was finally able to install the MSU (it failed several times on a different client with error: 0x800b0109) but after rebooting I did not see the Remote Administration checkbox item under the Turn Windows Features On/Off application. Moreover, I see no other way to make the various RSAT tools available. Has anyone else encountered this problem?
The tools should come available right after you installed the update look in your administrative tools and they should be listed. When I installed it I did not have to go to windows program and features to activate it.