To create a new Visual Studio project directly inside your workspace you simply need to set the project location as a sub directory of your workspace and select the 'Add to Source Control' check box.
When you select 'OK' you will need to select the workspace and stream that these files will be bound to. In this case PureCM should automaticaly select the correct workspace and stream and so you just need to select 'OK'.
This will then launch the Changeset Dialog to submit your changes to the server, as described in the section called “Submitting a Changeset to the Server”. You can either submit these files now or you can keep working on them and submit them when you are ready.