Because one moderator deleted my detailed image-supported answer on this question, just because I copied and pasted from another question, I am forced to put a less detailed answer and I will link the original answer if you want a more visual way to see the solution.
For Visual Studio 2019 and Visual Studio 2017 Users
For People who are missing this old feature in VS2019 (or maybe VS2017) from the old versions of Visual Studio
This feature still available, but it is NOT available by default, you have to install it separately.
see this answer also to see an image associated
https://stackoverflow.com/a/66289543/4390133
(whish that the moderator realized this is the same question and instead of deleting my answer, he could mark one of the questions as duplicated to the other)
Update to create a class-diagram for the whole project
I received a downvote because I did not mention how to generate a diagram for the whole project, here is how to do it (after applying the previous steps)
Preview Selected Items
is enabled in the solution explorer, disabled it temporarily, you can re-enable it lateryou could be shocked by the results to the point that you can change your mind and remove your downvote (please do NOT upvote, it is enough to remove your downvote)