When you start a new project there is a check box that says whether to automatically insert files or not. On my set-up it's actually off by default. It may be different on yours, as I have the version that came out before it went free.
In any case, you can add or remove files from your project from the Project Manager window once you've created your project.
In any case, you can add or remove files from your project from the Project Manager window once you've created your project.