Right-click on the project and choose the
Add->New Item context menu item. Scroll down in the dialog, select the "DLINQ Object" icon and give it an appropriate
name (in this sample I am naming it "Northwind"
since I am going to be modeling the Northwind database).
This will add a Northwind.dlinq file to your project and
bring up its designer.
You can now use the designer to map your data
models and entities graphically, as well as setup associations to map
relationships between them.