Install SQL Server 2017 over 2016 Local DB and 2012 native client
The SQL Server 2012 Native Client is a client library for connecting to SQL Server, and SQL Server 2012 is the latest version. Installing SQL Server 2017 will not impact this, and vice-versa. More details here.

LocalDB is a feature of the Express Edition of SQL Server used by developers for testing against SQL Server with minimal configuration and overhead. You can install SQL Server 2017 side-by-side with a LocalDB instance without any issues. More details here.

SQL Server Management Studio has been separated from the SQL Server installation media since SQL Server 2016. You need to download and install SSMS separately from SQL Server. Download link here.