Setting up Visual Studio with a cloud based SharePoint site

I have a SharePoint site on the cloud where I access it through a URL like this one;

https://exampleemeamicrosoftonlinecom-1.sharepoint.emea.microsoftonline.com

I can also edit the site with SharePoint Designer by pointing to the same URL.

I'm at the stage in the project where I want to do some specific things so I am going to use Visual Studio, but I don't know how to set up Visual Studio with a cloud based SharePoint site? When I go to add a SharePoint site I get the following error;

A SharePoint server is not installed on this computer. A开发者_如何学C SharePoint server must be installed to work with SharePoint projects.

I also tried to add the URL as a server in Visual Studio but I get the error;

Server name "https://exampleemeamicrosoftonlinecom-1.sharepoint.emea.microsoftonline.com" could not be found. Make sure the server name is correct.

I have SharePoint Designer working with the SharePoint site, why won't Visual Studio work?

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Visual Studio 2010 does not support remote development.