Open the New Project menu:

Give a filename for your new project (I called mine first.c2c). Don't forget the language extension:

Click on Open to open your new project for editing:

This is where you manage the components which your project contains. C2C will use the input files you specify to build the assembler output file which is named in the output file window. This assembler file is then assembled by MPASM to make the code which actually runs in the PICmicro. Press the Add button and add the source files that you need for this project:

Note that my C programs are in the directory C:\Matrix\C4PICs\c, yours may be somewhere else. I have also put my assembler file into a different directory, this is OK. Some programmers put all their library files in a particular directory so that they can organise their work properly. This is a good idea. Once you have added all the source files to the project you can click on OK.

You are now working with a project (the name is given in the title of the window). When you press the Compile button C2C will use all the source files it has been given to build your program.