How do I get System.Web.Http.Owin?

The NuGet package Microsoft.AspNet.WebApi.Owin contains that DLL.

You can install it by right-clicking on the References folder of your project and selecting "Manage NuGet Packages..." and searching for "Microsoft.AspNet.WebApi.Owin". Or you can use the Package Manager Console and type the following:

Install-Package Microsoft.AspNet.WebApi.Owin

If you use the Package Manager Console within Visual Studio, be sure you have the intended project selected in the drop down labeled "Default project:" That is easy to overlook.