XCode 15.0.1 lacks the VisionOS option.
(A) solution: (a) go to [https://developer.apple.com/download/applications/] and download XCode 15.1 beta which includes VisionOS; (b) unxip and move it to Applications ('beta' tag so does not replace XCode 15.0.1); (c) download something from the [https://developer.apple.com/documentation/visionOS] example material such as "Hello World" (the "World" project); (d) open using control-click on the unxipped .xcproject file, build and run; it ran immediately.