They are good questions. 

It's more flexible than you might realise. As an aside I recommend exploring Copilot in Visual Studio 2022+. There's a [url]visual micro toolbar button[/url] that enables copilot integration so you can attach the "visual micro core help" resource in Copilot chat via the + button. That would then answer the question.

In short, you can use the standard Visual Studio file new menu to create an empty/blank solution in a folder and with a name that is your choice. It creates a .sln file, that's a solution. You can edit them in notepad if you ever want to alter file/folder locations that it points too or use the UI in visual studio via the Solution explorer.

If you have your own solution open, when you use the visual micro file > open >arduino project, it will add it to your solution and create a sketchName.vcxproj file. you only need to use that menu item once per sketch. after that, again use standard vs functionality to open and close, such as file > open or the recent list.

You can open an unrelated ino at any time with file > open > file or drag drop from windows explorer.

You can right click in the solution and create "solution folders". those are virtual names that allow you to organise individual files or projects into groups. has no bearing on the physical file or folder location and is only required if you want other references or collaterals. 

You might use one solution or one solution per project. multiple projects in a solution will automatically provide separate board/config per project. therefore different projects can build different arduino projects for different boards within a single solution.

Or you can open multiple ide instances and have one project/solution open in each. 

One point to note with multiple projects in a single solution is visual studio has the concept of a "Start-up Project". It's name appears in bold, it means that when you click build solution it knows which project to build. you will see there will also be a "build project [name]" menu if you want to build the currently active project. the vMicro build button and menu items use the currently active sketch code to determine what to build or upload. Visual Micro also allows us to override Visual Studio's start-up project behaviour, to work the way visual micro commands work. You can use any build command from the UI, visual micro intercepts them all for arduino projects. Right click a project name in the solution explorer to set the Startup project.

When you add a file to a solution (right click in the solution explorer and add existing item) select "Link" otherwise it copies the file over to the solution rather than linking to where the file exists. For normal arduino code in a real sketch don't use link it complicates things. Link is for ancillary solution files.


https://www.visualmicro.com/page/User-Guide.aspx
https://www.visualmicro.com/page/User-Guide.aspx?doc=Visual-Micro-AI-Copilot-Sup...

Suggesting reviewing the File menu. Add existing project can be useful too. Remember first time you want to open a sketch use file > open arduino project so that the proj file is created for you. "File > New >arduino project" works same as arduino ide, creates the sketch in the documents/arduino folder. or use the visual studio "file > new > Project" where you will find some visual micro project templates as as "blank arduino project". The VS commands give you more control over locations.