Add a new file to a project via main menu
If you start adding a file from here you can choose to just have the file created, but not add it to the current project. See also projectless mode.
Add a new file to a project via Solution Explorer toolbar
Add a new file to a project via Solution Explorer via right click menu
A file dialog appears asking for the file name of the new file.
The new file as shown in the Solution Explorer
The Solution Explorer shows the newly added file. Now you are ready to start filling it.