It looks like Adobe hasn't updated the Extension Manager to work with CC 2015. They are aware of the issue and say they are working on it.
Currently installing CC 2015 will break the Extension Manager and won't allow you to install any extensions in previous versions as well. I found several articles on the web confirming this and that Adobe is aware of it.
Here is an adobe forum thread on it: https://forums.adobe.com/message/7646202#7646202 (the second to last post by Monika at Adobe claims to have steps to resolve this issue, but they didn't work for me)
Here is the Extension manager update information (notice the red warning on the top of the page they added today) : https://www.adobeexchange.com/resources/27
My guess is that there will be an update to the Extension Manager over the next couple of days or a dot release of Dreamweaver CC 2015, but until then you won't be able to install extensions if you download the CC 2015 update.
There is nothing we should (or could) need to do to update our extensions. It appears this will be an issue for any and all extensions until Adobe fixes it and then the extensions will just start working again. The fact that they have EOL'd the Extension Manager is not the problem, because the command line installation process does not work either, which is still supported.
I'm afraid the ball is in Adobe's court on this one.