Required Win 10 SDK features

To install rust at my Win 10 device, I downloaded rustup, Microsoft Build Tools 2015 (as 2017 is not working for the OpenCV-Rust), and Windows 10 SDK as per the requirements during rustup installation.

Do I really need to install all the 2.9 GB, features of the SDK to be installed, or some only are enough, if yes, what are they?

You should be fine with just SDK for Desktop C++ amd64 Apps. Add x86 if you plan to target i386.