Microsoft never implemented SNMP v3 in any of its Windows releases, but recommends its own private standards such as WMI and PowerShell remoting.
So if you do want an SNMP v3 capable agent running on your Windows Server 2016 machine, you have to install a third party SNMP agent, such as NET-SNMP, https://serverfault.com/questions/283922/how-do-i-install-net-snmp-on-windows-without-visual-studio
A search engine can give you more options.