Visual Studio adds bin file to project

That bin file has not been added to your project. It is created with you build on the file system. That is why you see it as a transparent file. If you don't want to see files on the file system, you should toggle this visibility.

You can do this with the third icon under Solution Explorer (in the image you posted).

Update for Visual Studio 2019

Show All Files is now the 9th button displayed in Solution Explorer (it moves about as new versions of the IDE are released).

Because that's where compiled output goes.

You seem to be showing folders that are not included in your project. You could just turn off that setting if you don't want to see it.

You could also move where compiled output is written: