>>However, .NET 4.0 Framework SDK is installed according to "Programs and Features" in my
>>Control Panel.
The SDKdoesn't appear in that location. Only the .Net Framework does. The SDK is downloaded and installed separately. You can get it from http://www.microsoft.com/en-us/download/details.aspx?id=8279
Go to a command prompt, type WSDL and hit return. If Windows tells you it doesn't know that command then you don't have the SDK installed properly.