If you do not want to use the visual micro serial debugger then you add a project_name.cpp to the project. You DO need to leave a project_name.ino but it can be empty and will not be compiled.

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You can also add a main.cpp to the project which will override the main.cpp in the arduino core and an arduino.h which will override the entire core. However this is expert mode.

Finally you can create your own core and have your own custom board definitions very easily by creating a core under mydocuments\hardware\[CoreName]. The folder structure must conform to the arduino 3rd party hardware spec. and contain boards.txt and optional platform.txt. The core can inherit part of another core or be an entirely new core.

Great.If you use "add library", then #include examples will be put in the .ino for you to copy

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In the last release there is a vMicro>Compiler option to override any core code. For example, with the option enabled, if the core you are using uses a main.cpp, then adding a main.cpp to the project would override the core.  It's the main.cpp that calls the ino setup() and loop() so often a better place to start if you want complete control.