One of the possible ways to start development with WinGDB is to create a new project from scratch. Then, you can add new source files to the project exactly as with regular Visual Studio projects. WinGDB can help you to synchronize project contents with the remote machine as well as update or generate makefiles. Use this option if you do not have neither a Visual Studio project, nor the sources yet.
In order to create a new project, click New Project... option in Visual Studio and choose on of the following options:
The difference between the above project types is in generated makefile. The makefile will produce a different kind of target. When you are not planning to use the automatic makefile generator, the difference is not significant. Choose the first option in such case.
Now, WinGDB will show the Project Configuration Wizard which allows you to set all required options. The wizard is the same as launched for existing Visual Studio projects. Please refer to this section for the wizard description.