What's the difference, if any, between wizards and Developer Studio's AppWizards? First of all, both are indeed wizards; that is both are implemented as a series of dialogs among which the users can move back and forth. Developer Studio's AppWizards, however, are something special. They aim to build applications or, more generally, to handle projects supported by the IDE. In particular, AppWizards are DLLs that don't contain all the code they actually require. Instead, they contain only the code that serves the purposes of the Developer Studio environment. They are, in effect, simple extensions to the Developer Studio shell.
Traditionally, a wizard is a generic collection of the dialogs that guide the user to accomplish a given and, possibly complex, task. Creating particular source files is just an area to which a wizard can be applied well.