If you just want to write a custom DSP module, your best bet is to create a C++ template for a node and then hotload the DLL with your custom C++ code into HISE. This will create a dummy template file with all callbacks that you then can use to implement your actual code.
File -> Create C++ Third party node template
Export -> Compile DSP networks (make sure it includes the node you've created in step 1 in the list)
Open the DLL IDE project found in DspNetworks/Binaries/Builds, and run HISE in the debugger
Add a hardcoded FX module where you load your DSP module
Once you've set it up it becomes a pretty lean development workflow where you can attach your IDE to HISE.
Besides this there are other ways to use C++ in HISE (or HISE in C++), you can create a custom C++ UI object within a HISE interface or create the entire project in C++ and use HISE as a C++ addition to JUCE. There are examples in the HISE tutorial repositories for both use cases, but chances are great that they don't work anymore :)
