There are several wizards related to Haskell development, which can be used to create something new (menu File > New), or to import or export data to or from the workspace.
The wizard for creating a new Haskell project requires to enter a project name, which can be freely choosen.
Look here for some more details about Haskell projects.
The wizard for new modules creates a Haskell source file for the module name that is specified.
In the wizard, you can browse to a source folder in one of the Haskell projects in your workspace. Source files can be created only in source folders. You can also select a subfolder of the source folder to create the module in it.
There is an Export wizard for running Haddock to generate documentation from annotated sources.