So I've already created two .cpps and added them to an existing project. Can I get visual studio to automatically create the header?
1.
When you create a cpp file from the file menu, all you do is create an empty cpp file, that is it, nothing else.
If u want this to be included into the project, first save it and then from the solution explorer - Add this existing file into the project. Now this file is part of your project. Nothing else is generated.

2.Another way do do (1)
From the solution explorer, Add a new item. (say a cpp file). Now this cpp file is created, saved and also added into your project.

When u create a class from the class wizard, usually, it is here that a .h file for that class and a .cpp file is created simultaneously and added into your project. And of course, they are not empty files like earlier, the wizard has written some obvious code for you.