Not "Hello, World!"

I think any expirienced Windows programmer select Win32 application and Empty project in the Visual Studio application wizard. Next few lines should be placed in a cpp-file:

#include <windows.h>

int APIENTRY wWinMain(HINSTANCE, HINSTANCE, LPWSTR, int)
{
    return 0;
}

Add this file manualy through New Item from the popup menu - right click on the Source folder in Solution View.
If you will change the project settings - in C/C++ section, Code Generation->Runtime Libraries set to Multi-Threaded, the executable in the release configuration will be about 50K and will depend on NTDLL.DLL and KERNEL32.DLL. That means it will run on any Windows computer.