The easiest way is to really use the Empty Project option and set the settings yourself.
If you want the initial application to use the Win32 project, but not the Win32 console application, since it will create a console window for you when you start it, and this is not desirable.
If you want to engage in game development using the XNA toolkit, then it has its own project parameters, but for this you will use C #, not C ++.
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