Visual Studio .NET supports two types of wizards: those with a user interface and those without. Depending on the complexity of your wizard, you might want to include a user interface. Most of the wizards you'll see in this book include one. For example, the MFC Application Wizard includes several pages that provide such options as type of document interface (SDI or MDI), whether to support printing and print preview, and whether to use ActiveX controls. For simple application types, you might not need a user interface.
Wizards without user interfaces simply take a project name you supply and generate project files based on templates you provide. Wizards with user interfaces tend to be a little more involved and can include several pages of application options.
In fact, the source code for all the Visual C++ .NET wizards is available. You can find the Wizard source code files in the \Program Files\Microsoft Visual Studio .NET\VC7\VCWizards directory.