The New Project Wizard (invoked from the New Project menu item or toolbar button) leads you through a series of pages. In the first page, enter the full path of the new DialogBlocks file, and optionally your name and a copyright string to be inserted into generated files. The second page gives you the opportunity to decide to generate C++ code that uses XRC files instead of creating all elements in C++ code (you can change this option later). The third page lets you tailor the name of application class that DialogBlocks will generate (if any). Clear the check box if you don't want DialogBlocks to generate the application class. Finally, you will be asked if you want to create some default debug and release configurations for a selected compiler.
After you've created the project, you can add dialogs and other elements as required.