Oh, come on. A tutorial for a few mouse clicks?
New->Project.
Choose "Win32 Console Project" from the list and click Next.
Go to the project options tab.
Check the "Empty Project" box.
Click Finish.
Right-click your project in the solution explorer, go to Add File->New File.
Choose C++ source code (.cpp) as the file type.
Call the file main.cpp.
Click Finish.
Code away.
