Steve,
The .PRJ file itself is a regular text file with the .prj extension and with the PRJ string that needs to accompany the .shp, .shx and .dbf files. So, to create the PRJ file, it is about general programming using the IO functions. You can find many examples on the web for creating files. The more specific questions to MapSuite and GIS are: Do you know exactly what PRJ string to use? Do you already know the proj4 string and you want to convert to PRJ string? Do you know the EPSG code (spatialreference.org/ )of the projection and want to convert to PRJ string? You just know the general information about the projection and you are trying to find the PRJ string?
I don't know what your case is but let me give you some various info:
-To get the PRJ string from proj4 string, we have the API: Proj4Projection.ConvertProj4ToProj()
-To get the PRJ string from the EPSG code, we have the API: Proj4Projection.ConvertEpsgToPrj()
-To get the PRJ string from some general projection info, you can do a search in spatialreference.org/ to find the exact projection that you need and the PRJ string will be available to you.
I hope that this is usefull info for you. Thank you.