On the right side of your screen there should be a vertical tab called “Solution Explorer”.
Clicking on it reveals your solution, its projects, and all the files associated with it. From there you should be able to find the files.
If you still can’t find the files, it is likely that you didn’t include them. You can add them to a directory in “Solution Explorer” by Right-clicking -> Add -> New Item -> C++ File
This happens when you close every tab in your project, and because VS saves the state of your tabs, when you reopen the project, they are all closed.
Also note that by default, when creating a whole new project, there are no files to open, so the screen will also be empty.
solved Visual Studio 2015 doesn’t open saved projects