I just got a new laptop which required a fresh install of all my applications including Visual Studio and the associated WPF/E developer extensions. As part of re-setting this up, I realized it required a bit more research than I expected so I'm replaying the steps here (mostly found in the WPF/E SDK).
That's it. To create a new WPF/E web project, in Visual Studio select File -> New Project... and then select the "WPF/E JavaScript Application" from the Visual C# Project type list (note that this project is not dependent on C# nor enables C# integration).