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, and the default components to create (library and/or executable).
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.
The second page of the wizard lets you choose which component this module will be present in. For library components you can also choose if the module is exposed or only included.
There is an Export wizard for running Haddock to generate documentation from annotated sources.
There is an Export wizard for exporting into a Cabal source distribution zip file. Note that if the destination file already existed it is overwritten.