If you try to install the nVidia CUDA SDK and plan to use Visual Studio 2019 there’s an additional manual step that you’ll need to take. The installer available for the current version of CUDA (10.1) doesn’t specifically target the recently released Visual Studio 2019, but it will mostly work with it. I say “mostly” because after installing it you’ll find that the CUDA related project templates are missing and you can’t open the sample projects.

Fixing this is as simple as copying a few files.  Copying everything from the following folder

C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v10.1\extras\visual_studio_integration\MSBuildExtensions

Place it into this folder

C:\Program Files (x86)\Microsoft Visual Studio\2019\Enterprise\MSBuild\Microsoft\VC\v160\BuildCustomizations

You may have to reply to administrative prompts. But once those files are copied you should have access to the project templates and the samples.