Visual Studio will reference those databases when working with your project without adding those databases' objects to your project. With that, you have a database project. I realize I haven't shown ...

Promising that developers can 'save weeks of development effort,' Microsoft today answered their request for database project support in Visual Studio to target Azure SQL Data Warehouse projects.

Untangle SQL Server connection strings Today’s README file explains how to create connection strings to SQL Server databases using Visual Studio’s built-in tools.