So I can think of two possible solutions here: a) we can create a custom item template for Visual Studio, or b) we can think something out of the UserControl.
If we do not need to create WPF windows on a constart rate, the second approach can be used.
So, we create new WPF UserControl and than replace UserControl with Window in both xaml and cs files - in this way we get a WPF window in a WinForms project :)