In Visual Studio, related files are collected into a Project, and related Projects are collected into a Solution.
Here we see a Solution that consists of 5 separate Projects made up of C++, R, Python and SQL code. The user has built a model using R/Azure ML, Python/scikit-learn, C++ for compute intensive work, SQL for data management, and finally a Python/bottle project to share results via Azure:
Solutions provide a convenient place to gather and manage relevant Projects (which maybe worked on by other team members) in one logical place.
Note that there isn’t currently any explicit R <-> C#/C++ language integration in place yet. However there are libraries available that provide bridges between C#/R and C++/R.