The adapter does not show up in device manager for me either, nor is it a legacy installable option. I got it working however by doing the following, from an admin command prompt run this:
netsh interface Teredo show state
If the Type is showing up as disabled or the State is showing as offline run the following:
netsh interface Teredo set state type=client
Give it 10-15 seconds or so and then run the first command again, type should be client and state should be either dormant, qualified or something other than offline. Also ipconfig /all should show the Teredo adapter with IPV6 information.