I am using Visual Studio 2015 Community edition, and I know that it has the option to create unit tests to test the code, but I don't see the option to test the code coverage, so I would like to know if Visual Studio has this option or if I have to use a third-party plugin.
If I have to use a third-party solution, would that be a good option?
Only Visual Studio 2015 Enterprise has code coverage built-in. See the feature matrix for details.
You can use the OpenCover.UI extension for code coverage check inside Visual Studio. It supports MSTest, nUnit, and xUnit.
The new version can be downloaded from here (release notes).