Here is an always up-to-date list of what's installed on the hosted build servers for Team Foundation Service: http://listofsoftwareontfshostedbuildserver.azurewebsites.net/. The Visual Studio SDK doesn't appear to be installed after quickly skimming the list.
Another option for you is to setup your own build server(s), either on-premises or in Windows Azure and connect it to Team Foundation Service. You can then install whatever you need on your custom build servers.