After some more trying I have got it working

I had to create a EPiServerDbContext inheriting from IdentityDbContext like this

public class EPiServerDbContext : IdentityDbContext<ApplicationUser>
    {
        public EPiServerDbContext() : base("EPiServerDB", throwIfV1Schema: false)
        {
        }

        public static EPiServerDbContext Create()
        {
            return new EPiServerDbContext();
        }
    }

After this I was able to do enable-migrations in the Package Manager Console.

Trying to do update-database told me about some pending changes so i ran Add-Migration UserUpdate and got a DBMigration which would create the tables needed for the User management.

After this I could run update-database and it created the tables. 

To add a user I then added the following to the Seed method in the Configuration class created by the enable-migrations command

context.Users.AddOrUpdate(u => u.Id,
                new EPiServer.Cms.UI.AspNetIdentity.ApplicationUser
                {
                    Id = "6008ecc6-a5a8-49dc-a47c-c1db614df77c",
                    CreationDate = DateTime.Now,
                    Email = "admin@site.se",
                    EmailConfirmed = true,
                    IsApproved = true,
                    IsLockedOut = false,
                    Username = "admin",
                    PasswordHash = "AAwsxpbbay95Ig5UUtJfqrz5QQZDWbbJShgza2BVP9sZAEaDvoC+UZ6HP1ER3b94FQ==",
                    SecurityStamp = "989acc4f-30bd-425d-9b20-7c7f85bee15b",
                    UserName = "admin",
                    TwoFactorEnabled = false,
                    LockoutEnabled = false,
                    AccessFailedCount = 0
                });

            context.Roles.AddOrUpdate(r => r.Name,
                new IdentityRole
                {
                    Name = "Administrators"
                },
                new IdentityRole
                {
                    Name = "WebAdmins"
                },
                new IdentityRole
                {
                    Name = "WebEditors"
                });
            context.SaveChanges();
            var userManager = new UserManager<ApplicationUser>(new UserStore<ApplicationUser>(context));
            userManager.AddToRole("6008ecc6-a5a8-49dc-a47c-c1db614df77c", "Administrators");

That will create an admin user with the password store, connected to the Administrators role, that can be used to log in to the site with. Just run update-database after you have saved and built the project to create the user.

It feels like EPiServer needs to update their article describing this a bit...

Thanks, this was helpful. It's a little crazy that you can specify a custom identity model in the startup with custom properties, but you need to create your own duplicated context to get migrations to be applied.

app.AddCmsAspNetIdentity<CustomUser>();

If anyone is interested in code-based migrations, you can specify a use Tobias' post above to make your own custom DB Context

public class EPiServerDbContext : IdentityDbContext<CustomUser>
    {
        public EPiServerDbContext() : base("EPiServerDB", throwIfV1Schema: false)
        {
        }

        public static EPiServerDbContext Create()
        {
            return new EPiServerDbContext();
        }
    }

After, you can use Nuget console to run

Enable-Migrations

Which will generate the following:

internal sealed class Configuration : DbMigrationsConfiguration<YourNamespace.EPiServerDbContext>
    {
        public Configuration()
        {
            AutomaticMigrationsEnabled = false;
        }

        protected override void Seed(YourNamespace.EPiServerDbContext context)
        {

        }
    }

All you need to do then is add a ContextKey matching what the site specifies in the _MigrationHistory SQL table. For the Social Alloy site, that's:

internal sealed class Configuration : DbMigrationsConfiguration<YourNamespace.EPiServerDbContext>
    {
        public Configuration()
        {
            AutomaticMigrationsEnabled = false;
            ContextKey = "EPiServer.Cms.UI.AspNetIdentity.ApplicationDbContext`1[EPiServer.Cms.UI.AspNetIdentity.ApplicationUser]";
        }

        protected override void Seed(YourNamespace.EPiServerDbContext context)
        {

        }
    }

From there, you can add properties to your custom IdentityUser (mine is CustomUser) and run

Add-Migration "<MigrationName>"
Update-Database

Enjoy.