Is it possible to make TFS Build 2017 to build binaries for all this configuration combinations:
Do I have to make a build step for each of this combinations, or can I use some sort of magic to do everything in a simple way.
You need to enable Multi-configuration in Options tab of build definition. Article: How do I build multiple configurations for multiple platforms?
After that, it will split configurations to multiple builds during the build.
For different vs versions, you need to add another step/task and select corresponding vs version.