I don't think you can disable the highlighted line, I had a look in preference (in the edit drop down) but couldn't find anything.
To add files to your project, just file file - new file, include the file extension .agc to the file name (or new from template but I don't think you need to add the file extension) and a window will pop up to ask if you want to add it to the project.
To then use that file you need to add #include "file_name.agc" to your main.agc file. I just tested this and it seems to be the case but I've not used multiple files myself as I've not done anything that warrants it.