Now, I realized that I need a precompiled header for my project. However, at the beginning, I created my project as an empty project which doesn't have a stdfx.h header file. So, this is what I did:  

- I created a header file name stdfx.h  

- In that file, I included some libraries.  

- I went to the project Property Pages -> C/C++ -> Precompiled header -> set the PRECOMILED HEADER option to Use (/Yu).  

- Finally, I included stdfx.h in every cpp file.  

It works. However, I am wondering if the stdfx.h file that I created myself works like the one that is automatically created by Visual Studio? I mean is it really a precompiled header which will save time when compiling or just a normal header file?