F# scripting is not supported with only .NET Core at this time. We’re working on bringing that up.
That said, you can still script against the .NET Framework or Mono. Packages are installed into a .nuget folder on a machine, but the location of that folder may differ depending on the OS. You currently reference the .dll directly with #r. In the future, you’ll be able to #r "package.name" and no longer need to use#r` to point to a location on disk.