Let's create a console application to start with IoT:

1. Create a new project in Visual Studio:

2. Add the IoT Hub connectivity extension in Visual Studio:

3. Now, right-click on the Solution in Visual Studio, navigate to Add, and select Connected Services.
4. Select Azure IoT Hub and click on Add.
5. Now, select the Azure subscription from the dropdown, followed by which you will get a list of the IoT Hub service parts of this Azure account, which you can select:

6. Next, it will ask you to add a device; or you can skip this step, and click on the Add button, which will add the connected service to the Solution.