Microsoft released a new version of RSAT (Remote Server Administration Tools) for Windows 10 prior to the Anniversary Update (Windows 10 version 1607). When you update to the Anniversary Update the existing RSAT will be removed, this is the standard behaviour for a MS major OS update – by now you would expect MS to check if this had been installed and reinstall it as a part of the update process.
To have tools available again you need to download the updated version, install, restart.
Open Control Panel > Programs and Features
Turn Windows Features on or off
Activate Remote Server Administration Tool (Should already be activated)
New RSAT for Windows 10 v1607 released
* Remote Server Administration Tools for Windows 10 version 1.2 (12-Oct-2016)
Remote Server Administration Tools for Windows 10 includes Server Manager, Microsoft Management Console (MMC) snap-ins, consoles, Windows PowerShell cmdlets and providers, and command-line tools for managing roles and features that run on Windows Server.
WindowsTH-RSAT_WS2016-x64.msu (92.3 MB)
WindowsTH-RSAT_WS2016-x86.msu (69.5 MB)
 Remote Server Administration Tools (RSAT) for Windows operating systems KB2693643 [Microsoft]