This is my first post:) Nice to get help
Is there any option to do that? I attached screenshot
You can install PowerShell tools for Visual Studio.
You could install it from Visual Studio gallery. Once installed,
Create a new project , you will see PowerShell listed like below.

Below blog series will walk you though it.
https://pleasereleaseme.net/getting-started-with-powershell-tools-for-visual-studio/