Aside from quickly generating code via 'Quick Generation', you will eventually have to create a Project in Project Explorer.
Projects are designed to help organize the different configurations you may need to successfully generate structured code.
Each project may contain one or more configurations.
Most small to medium sized projects may only need one configuration.
Larger projects however, may need different configurations for different environments or situations. For example, in the development environment, if you use Intercepts to implement logging, you may want to enable Intercepts in all Layers and sub layers. However, as your project/code matures towards the production environment, you may decide to enable Intercepts only for the Business Layer objects.
Please use the forums for questions.