I don't use Visual Studio but on VS Code it's pretty much the same as everywhere else:

Either: * Cmd/Ctrl + N to open a new buffer, then Cmd/Ctrl + S to save it using th OS file picker; or * Right-click on the file browser pane on the directory to create the file, select New File and give it a name.

I 100% forgot how I did it, but somewhere in the Visual Studio installation folders is one containing the empty project files for each type of project. I've replaced my blank 'Command Line' project template with one that already contains a lot of my favourite boilerplate code.