A blank project is just that “Blank” nothing beyond what is found where the Engine’s/Editor’s is Installed/Compiled too.
the C++ classes folder only appears in the Editor if there is a folder for “Source” in your project
the C++ files for an unreal project are found in your System Explorer at : [ProjectName]Root/Source/[ProjectName]
keep in mind that this folder only contains the C# classes for the Engine reflection, build system, the C++ classes/headers that you manually put there (not advised particularly for UObject Derived classes), or added through the Add C++ class option in the Editor.
otherwise the Engine will only use what is found where the Engine/Editor has been Installed/Compiled too.
if the Source folder is still missing both in the System Explorer and the Editor then try to add a C++ Class through the Editor.