Group files in visual studio file explorer

Open the *.csproj file in a text editor. Find the following element:

<Compile Include="MVP\IMyView.cs" />
<Compile Include="MVP\IMyViewPresenter.cs" />
<Compile Include="MVP\MyOperation.cs" />

and edit it as follows:

<Compile Include="MVP\IMyView.cs" />
<Compile Include="MVP\IMyViewPresenter.cs">
   <DependentUpon>IMyView.cs</DependentUpon>
</Compile>
<Compile Include="MVP\MyOperation.cs" >
   <DependentUpon>IMyView.cs</DependentUpon>
</Compile>

The result is: