New Projects can be created from the file menu of the #develop IDE.
To create a new Project:
Select the File menu, New, Project... item
Select the type of project you would like to create from the list of Project Templates
Type a name for your project and select the location your project files will be created. #develop can also create a project subdirectory and sources subdirectory for you automatically by ticking the checkboxes in the dialog.
You can also create a new project by right-clicking on your Combine and selecting the Add, Add new Project... menu item.