When you open up Visual Studio... Go to New -> Project
In the list of project types you will see the "BlackBerry" section.. when you highlight this area, you will see a BlackBerry project type that you can create.
Also note that when you are building applications in a BlackBerry project you are programming in JavaScript, not C# or VB.
There are lots of good videos to get you started here:
BlackBerry - Developer Video Library
Also if you navigate through your Start -> Programs you will find the Research In Motion area and the plugin sub section there. There is a "Sample Browser" that you can use to look through some of the packaged samples to get you going