none of those for a simple class.
select 'add class' then select the C++ tab and add a C++ class. you can
choose between Managed (.NET) and plain C++.
that will generate the header and source files for your class.

if you are using 'add new file' you can add a new header file and cpp file
and then create the class declaration and implementation yourself, but the
end result will be the same. I just mention this to show that there is
nothing inherently different between adding a class manually and using the
wizard.