Hey,
Is it somehow possible to create a header through the ue4?
Because when I create one with Visual Studio by my self it always ends up in the \Intermediate\ProjectFiles folder
the only solution for me right now is to create a “None” class in the ue4 editor and delete the .cpp file
You can just move it to the Source/(YourProject) folder, or change the folder in the Add new item window.
what about the PROEJCT_API (e.g: class MYPROJECT_API AObject .... {} )
its automatically added through the editor, is it recommended to add this?
and #pragma once too?
I’ve never used #pragma once, instead I used #ifndef
therefore it was a bit confusing to me 
thanks for your answer!
Well you will have to write the file yourself and add whatever is required for your implementation. As for the examples you mention, #pragma once should always be used. For the *_API macro there’s a pretty good answer here What does COREUOBJECT_API & ENGINE_API macro? - C++ - Unreal Engine Forums