I’m using the database first approach.
When in a VB.NET web project, I generate the model object classes with the EF 5.x DBcontext generator template, Solution Explorer gets the Model.Context.tt and Model.tt files added, but none of the POCO's are added, as demonstrated below:

However, somehow the project still knows about these classes, and they do exist in the file system.
If I go through the exact same procedure in C# web project, it all works flawlessly, as shown here:

What am I doing wrong?
EDIT: “Show all Files” does cause these files to appear in the Solution Explorer. However, this feature is meant to cause Solution Explorer to show any files in the file system that aren’t included in the project. My question is really why aren’t these files showing up in the Solution Explorer if they are already part of the project (which they appear to be!)
There should be an icon in the Solution Explorer toolbar that says “Show all files”. You need to click it since for VB projects it is turned off by default.