In Visual Studio, go to Tools -> Extensions and Updates and search the Online section for "ANTLR Language Support" by Sam Harwell. More information can be found on the GitHub project site
This does a few things:
Adds Templates for the combined grammars.
Adds Syntax Highlighting
Adds an MSBuild target for the grammar to generate the parser.
In your solution, set up your project structure like this:
Solution
GrammarProject
Calculator.g4
ImplementationProject
GeneratedFiles (All files in this folder are added as Links to files located in GrammarProject\obj\Debug)
CalculatorBaseListener.cs
CalculatorBaseVisitor.cs
CalculatorLexer.cs
CalculatorListener.cs
CalculatorParser.cs
CalculatorVistor.cs
MyCalcualtorImplementation.cs
Write and Compile your grammar.
In your folder for the Links to Generated Files, Right-Click the folder and click Add -> Existing Item
Browse to Grammar Project\obj\Debug and select all the generated parser files.
This next step is important. On the Add button there is a little drop-down arrow. Click the drop-down arrow and click "Add As Link".
This will add the generated files to the implementation project using a symbolic link instead of a direct copy.
This gives the added benefit of not having to remove and re-add the parser files if you have to change your grammar later.
Once you have gotten this far, then you can inherit from GrammarProject.CalculatorBaseListener or GrammarProject.CalculatorBaseParser depending on what development pattern you have decided to use.
As a side note, "The Definitive ANTLR 4 Reference" by Terence Parr is an excellent resource to understand how ANTLR4 works and the difference development patterns. All the examples are in java, but the concepts apply to both Java and C#.