February 14, 2017 - Intel has released drivers
As per this bug report today (W: Possible missing firmware /lib/firmware/i915/kbl_guc_ver9_14.bin for module i915) Intel has released the required Kabylake and Broxton drivers on their (https://01.org/linuxgraphics/downloads/firmware) web page:

Download the missing drivers for Kabylake (GuC - Ver 9.14) and (DMC - Ver 1.01) and Broxton (GuC - Ver 8.7). These are in .tar.gz and .tar.bz2 format.
Install drivers in "tar" format
Although you can run the install.sh scripts these instructions are the easiest.
Change to the download directory and verify files are there:
:~$ cd Downloads
:~/Downloads$ ll *tar*
-rw-rw-r-- 1 rick rick 69329 Feb 14 21:05 bxtgucver87.tar.gz
-rw-rw-r-- 1 rick rick 4338 Feb 14 21:06 kbldmcver101.tar.bz2
-rw-rw-r-- 1 rick rick 70402 Feb 14 21:06 kblgucver914.tar.gz
Extract the compressed tar files:
:~/Downloads$ tar -zxvf bxtgucver87.tar.gz
firmware/bxt/guc/bxt_guc_ver8_7/
firmware/bxt/guc/bxt_guc_ver8_7/install.sh
firmware/bxt/guc/bxt_guc_ver8_7/ReleaseNotes.txt
firmware/bxt/guc/bxt_guc_ver8_7/bxt_guc_ver8_7.bin
:~/Downloads$ tar -xjvf kbldmcver101.tar.bz2
kbl_dmc_ver1_01/
kbl_dmc_ver1_01/kbl_dmc_ver1_01.bin
kbl_dmc_ver1_01/install.sh
kbl_dmc_ver1_01/ReleaseNotes.txt
:~/Downloads$ tar -zxvf kblgucver914.tar.gz
firmware/kbl/guc/kbl_guc_ver9_14/
firmware/kbl/guc/kbl_guc_ver9_14/install.sh
firmware/kbl/guc/kbl_guc_ver9_14/kbl_guc_ver9_14.bin
firmware/kbl/guc/kbl_guc_ver9_14/ReleaseNotes.txt
Copy the files and update initramfs
:~/Downloads$ sudo cp -t /lib/firmware/i915/ firmware/bxt/guc/bxt_guc_ver8_7/bxt_guc_ver8_7.bin kbl_dmc_ver1_01/kbl_dmc_ver1_01.bin firmware/kbl/guc/kbl_guc_ver9_14/kbl_guc_ver9_14.bin
:~/Downloads$ sudo update-initramfs -u
update-initramfs: Generating /boot/initrd.img-4.9.9-040909-generic
Notice the error (warning) messages are gone!
Remove work files
:~/Downloads$ rm -r firmware kbl_dmc_ver1_01 *.tar.*
Historical (Original) Post for reference
I've had two warning messages on missing i915 drivers for Kernel's 4.6.3, 4.7.1, 4.7.2, 4.7.3 and 4.7.5. I've ignored them and things have been fine with my HD4000 Intel Integrated Graphics. I wish the same thing could be said about Nvidia and Nouvaeu.
As one answer in your link stated you can go to Intel's website to get most up-to-date Linux Graphics drivers at: intel-linux-graphics-firmwares. However when I read that site a few weeks ago I was concerned with all the possible things that can go wrong under different scenarios so I opted out.
Did you install 4.8 release candidate 6 from September 24th? That's the most current in Ubuntu I believe. You don't have to answer but I'm curious why you went with 4.8 instead of 4.7.5, ie what the differences are you need to fix things.
Edit - October 19, 2016
Now using kernel version 4.8.1 (real version and not release candidate) for over a week and things are working nicely. This is under Ubuntu 16.04 though. Ubuntu 16.10 was released October 13th and it is using Kernel version 4.8.0 I believe.
It's not my plan to keep updating this answer but I wanted to lay to rest the inference that 4.8 release candidates might have problems. The real version does not.
Edit - February 2, 2017
Now running Kernel version 4.9.5 mainline version which at this time Ubuntu 16.04 has updated it's kernel to 4.4.0-59. Intel changed it's link for Intel Graphics for Linux drivers and I updated the new link above.
Questions still remain about the warning messages generated by sudo update-initramfs -u when Kernel version > 4.8 (Ubuntu 16.10 and Ubuntu 17.04):
W: Possible missing firmware /lib/firmware/i915/kbl_dmc_ver1_01.bin for module i915
W: Possible missing firmware /lib/firmware/i915/kbl_guc_ver9_14.bin for module i915
W: Possible missing firmware /lib/firmware/i915/bxt_guc_ver8_7.bin for module i915
As stated in the bug report (bugs.launchpad.net - linux firmware bug) the drivers simply do not exist and will not until a future chip called "kaby lake" is released.
Make the warning messages go away
To make the warning message go away I did the following:
$ sudo cp assembly/hello /lib/firmware/i915/kbl_dmc_ver1_01.bin
$ sudo cp assembly/hello /lib/firmware/i915/kbl_guc_ver9_14.bin
$ sudo cp assembly/hello /lib/firmware/i915/bxt_guc_ver8_7.bin
$ sudo update-initramfs -u
update-initramfs: Generating /boot/initrd.img-4.9.5-040905-generic
Voila! No more warning messages.
The program "hello" is a 504 byte assembler program that says "Hello World!". You can copy any small executable to the firmware binaries given in the error messages. When Intel eventually releases them the software updater will replace them with the real versions.
How to navigate Intel Graphics for Linux website
It was asked via comments how to navigate within the the new Intel website (01.org - Linux Graphics Downloads) which presents this screen:

Type Ubuntu 16.04 into the search field and click the Filter button.
For Ubuntu 16.10 select the first result. In our case Ubuntu 16.04 select the second result INTEL GRAPHICS UPDATE TOOL FOR LINUX* OS V2.0.2 and this screen appears:

In my case I selected Ubuntu 16.04 64-bit which downloaded the file intel-graphics-update-tool_2.0.2_amd64.deb to my ~/Downloads directory.
The next step is to open the terminal and use:
cd Downloads
sudo dpkg -i intel*.deb
NOTE: Intel uses the ancients ttf font and your installation will fail if it's not on your system. At this point you need to use:
sudo apt -f install
sudo apt update
sudo apt upgrade
Now you can run the Intel Graphics for Linux Updater tool as this screen shows:

Add Intel signatures for Ubuntu
During apt-get update you can see warning / error messages like this:
W: GPG error: https://download.01.org/gfx/ubuntu/16.04/main xenial InRelease: The following signatures couldn't be verified because the public key is not available: NO_PUBKEY 56A3DEF863961D39
E: The repository 'https://download.01.org/gfx/ubuntu/16.04/main xenial InRelease' is not signed.
N: Updating from such a repository can't be done securely, and is therefore disabled by default.
N: See apt-secure(8) manpage for repository creation and user configuration details.
You'll need to add Intel's signatures using:
wget --no-check-certificate https://download.01.org/gfx/RPM-GPG-KEY-ilg-4 -O - | \
sudo apt-key add -
Then update in Ubuntu:
sudo apt update
sudo apt upgrade