I should be able to go to Server Explorer and create a stored procedure or a function as per the help files. I do not have any menu choices or the ability to create them. Any idea why? Here is the MS help on adding a SP. I do not have a SP folder. or the choose new SP on the menu.

To create a new stored procedure

In Server Explorer, right-click the Stored Procedures folder or any stored procedure in that folder.
Choose New Stored Procedure on the shortcut menu.