Now I programmatically generate sources and create some classes before compilation and obviously add it to project in solution. Maybe it is possible to "silently" add classes before compilation without creating .cs files in disk and not showing these classes in Solution Explorer (maybe using Roslyn).
EDIT: I must not use any runtime code generation.
You can put the classes in a separate DLL (class library). When you create that DLL using another solution you will not see the classes in your solution explorer of the project where you include them.
Don't forget to add a reference to the DLL (class library) in your main project.