I can't find any option to load a new SpriteFont in the XNA Content project.
This is my screen:
I downloaded the XNA4.0 refresh update for Visual Studio 2015 from here https://mxa.codeplex.com/releases/view/618279
Can anyone help me?
Since I also use VS2015, I created a new XNA project myself and to my surprise it was there for me located under Visual C#
However, the other image options or 'Graphics' section you have are not listed for me. This is probably because I'm using the Community edition and I don't have the built-in editor.
During the XNA-VS2015 November release a few problems were reported, but this one is not there. I remember it took me quite a while in order to get everything working. While following the instructions provided in this question, double-clicking XNA Game Studio 4.0.vsix
did nothing for me until I finally found out you had to specifically right-click and use it as an administrator in order to let the VSIX installer work correctly.
My suggestion would be to reinstall XNA completely and follow the XNA installation instructions again in this question. This will ensure that an incorrect installation is not part of the problem.
If this still doesn't fix it, reinstall VS2015 or downgrade to an older version of VS.