A project is a group of files and configurations that are used to create a new application or binary. A new project can be created within MSVC using the "File->New" menu option, which will present a dialog with "Projects" tab that lists a variety of options. All of the example applications are of type "Win32 Console Application" and this is the recommended project type and is the only supported project type at this time. A Win32 console application has "main()" as the entry point to the program, as opposed to other project types that have the Win32 specific "WinMain()" entry point.
If the developer is familiar with "WinMain()", then they may also choose the "Win32 Application" as a project type, but should be aware that the CAVELib handles all Win32 events for windows it creates, just as it does in X-Windows. MFC Applications are not officially supported at this time.
To create a new project (and with it a new application), select "File->New", select the "Projects" tab, and then select "Win32 Console Application". In the text field enter a project name for the new application, and also select a directory to create the project in. When "OK" is selected a new folder containing the new project files will be created in the directory that was specified. A project that is created when a workspace is open will become a new project within that workspace, to create a new project and a new workspace for it be sure to do "File->Close Workspace" prior to doing "File->New".