Sure there is :-)
If you have downloaded Pixie and built any of the tutorial projects, you can follow these steps to create a new Pixie project.
First, create a new project, like so:

Make it a Win32 project, name it and save it somewhere nice:

Choose Windows application and tick the Empty project box

Now you should have this, your new empty project:

Right-click on Source files and choose Add and Add new item

Make it a CPP file and call it Main.cpp (or whatever you like)

Write some code in your new file - I just copied the code from the first tutorial (Hello World), just so I'd get a WinMain function in there:

Next, we'll need to point our new project to the Pixie engine - Select Projects -> Properties

Locate the C/C++ - General category:

And where it says Additional Include Directories, type the full path to Pixie's "Common" folder (depends on where you've saved Pixie)

Next, locate the Linker - Input category:

And where it says Additional Dependencies, type PixieLib.lib

Finally, go to the Linker - General category
And where it says Additional Library Directories, type the full path to where the PixieLib.lib file can be found - this depends on where you've saved Pixie, and what configuration (Debug/Release) you're currently setting up.

After this, it should build and run fine - any problems, just ask.