The file will appear in the Source Files branch in the Workspace tree. You can compile your project either by compiling individual files and then compiling and linking all source files, or simply compiling and linking all source files at once. The form option is sometimes useful if the project is large and takes a significant amount of time to compile, or if you have a lot of compile-time errors and you want to focus on debugging them one source file at a time. I can only speak for Version 6, since it is the only one I've ever used. All caps below indicate Menu names and dialog box titles.
Slashes indicate drilling down through menu choices and dialog boxes with names as indicated.
I make no claims that the below are the best instructions for using this tool, or even that they will work for everyone every time. They work for me. My philosophy with Microsoft's feature-bloated but powerful products is that once I've ended the suffering and found a way that works, I stick with it, no matter what. This opens the NEW dialog box. Click on the Workspaces tab.