Kenny,

Looks like you are correct.
MPLAB
Project Wizard from Project Menue
next
Select Device
next
Select Language Toolsuite
next
Project name and directory
next
Add file if you have one
next
Finish

It you need to make a file now click NEW icon and save it as *.bas if you are using the PBP tool *.asm if using that.

Then go to Project from the menu and ADD file to project.

At least that is how I do it.