The Cake.DotNetTool.Module started out as an experiment to see how it would be possible to install .NET Tools using the Cake pre-processor directive. This experiment turned out to be a success, and as a result, this module has now been integrated into the main Cake repository.
Starting with Cake v1.1.0 this module will be released as part of the Cake release, as an official NuGet package under the same ID: Cake.DotNetTool.Module.
Moving forward issues about this module will be tracked on the main Cake repo.
As such, it will no longer be necessary to include the following:
#module nuget:?package=Cake.DotNetTool.Module&version=0.4.0
In your cake scripts, as this will be done automatically. If you do still have this in your cake script, Cake will ignore it, and emit a warning, indicating that you should remove it going forward.