All of the various database objects are now created inside of SQL Server database projects.
They’ve removed the distinction between database projects (SQL Scripts) and SQL CLR projects.
So it’s just File -> New -> Project, Installed -> Templates -> SQL Server, SQL Server Database Project.
Then, if you go to Add -> New Item, you’ll find various categories on the left, including (confusingly) SQL CLR and SQL CLR C#. The first is for generating SQL Scripts for adding CLR objects, the second is for creating the actual CLR objects themselves.