Context menu on folder or in folder's background > Open as new "Folder as workspace" (name it whatever you like; I will name it "Open as new project". Yes - it would be nice to have Projects, like in every modern editors).
It will open that folder in notepad++ as new instance of app, without files that are opened in other instances.
And project file will be automatically generated in that directory.

My feature is related to this:
#1646