In a more recent NuGet version, the traditional Package Restore workflow has been replaced by an alternative(better?) way of working.
In the old way, you right clicked on your solution in VS and choose Enable package restore. This caused VS to modify your csproj files, and create .nuget folder containing nuget.exe and some other files.
The new way is a lot cleaner and simpler. NuGet will now always restores packages before building in VS. So you no longer need any changes to your csproj files. If you want to enable this for your existing projects, have a look at the following document from the NuGet team.
More information can be found in this blog post by David Ebbo.