I've used the Web Connection Management Console (licensed version 7.20) to create a few new projects. However, none of them include the PJX project file. When I run DO BLD_<yourProject>
, I receive the error that the pjx file "does not exist." How do I create this missing project file? Thank you.

If you're using the registered version you should get a project file when you create a new project. When you create a project with the shareware version no project is created.
You can just create a new project, and add your <yourProjectMain.prg>
to it and it should pick up all the Web Connection dependencies and if you're using the OnLoad()
suggestion to add all your SET PROCEDURE TO
refs there then everything should pull into the project.
+++ Rick ---