The tip block says that if you are using the Microsoft C++ IDE, you will notice that all cpp files start with #include "stdafx.h".

I am using Visual Studio 2013 Professional Edition. When I create a cpp file, I uncheck the precompile header box and check the empty project box. The cpp file does not come with the #include "stdafx.h". How do I make the selection so that the cpp file comes only with the #include "stdafx.h"?

Also, what does "stdafx.h" do and why is it needed?

The stdafx.h header is only used when you check the precompiled header checkbox.
In this header you can put your most used headers that you use, for example, you can put the C++ Standard Library headers you are using in your stdafx.h. You can also put your own headers in it that you often use across multiple cpp files.
This stdafx.h will be precompiled by the compiler and this speeds up the compilation process. Note that you should only put headers in stdafx.h that are stable, i.e. that don't change often. More information specific to Visual C++ can be found here: https://msdn.microsoft.com/en-us/library/szfdksca.aspx

Thank you for your response, Marc.