I'm coding a game in Visual Studio 2015 and am wondering how to go about adding steam achievements to it using the Steamworks API, do I need to have my game on steam before hand or if not what's the process of adding achievements?
Most of the information you are asking for can be obtained at the Steamworks website.
But the quick answer to your questions (based on the Steamworks FAQ) is that while you can get access to it with a premium Steam account that has signed up for Steamworks, to actually use it with your own game requires a Steam Greenlight submission. This is because the API needs an "AppID" (of your game) to connect it to the Steamworks API.
Additionally, a quick look at the documentation shows that you can program it into your game once you have the API setup.
Hope this helped!