How do I add my new User Control to the Toolbox or a new Winform?

Assuming I understand what you mean:

1. If your UserControl is in a library you can add this to you Toolbox using

   Toolbox -> right click -> Choose Items -> Browse

   Select your assembly with the UserControl.

2. If the UserControl is part of your project you only need to build the entire solution. After that, your UserControl should appear in the toolbox.

In general, it is not possible to add a Control from Solution Explorer, only from the Toolbox.