I want to create a .htaccess file manually and discovered it seems impossible through the Windows UI. I get a "you must type a filename." message. There has to be a way to create files with . as a prefix in Windows.
Can this be done manually?

Windows 7, 8 & 10
This is dead easy since Windows 7. In File Explorer, right click anywhere and create a new file. Type the new filename as .something. (notice the appended period) and press enter twice, job done.
So instead of being prompted with
You must type a file name.
You will instead be prompted with
If you change a file name extension, the file might become unusable.
Note: If you're having issues then please ensure you have "file name extensions" visible, you can activate this under the "View" menu in File Explorer. Also, this method works for folders too.
You can do this in any program other than Explorer, e.g. Notepad, cmd.exe etc.
You just can't do it in Explorer, and Raymond Chen has offered an explanation as to why not.
Even if you don't have any third party editor (Notepad++ etc.) then also you can create files with dot as prefix.
To create .htaccess file, first create htaccess.txt file with Context Menu > New Text Document.
Then press Alt + D (Windows 7) and Ctrl + C to copy the path from the Address bar of Windows Explorer.
Then go to command line and type code as below to rename your file:
rename C:\path\to\htaccess.txt .htaccess
Now you have a blank .htaccess without opening it in any editor.
Hope this helps you out.
As an addition, if have Sublime Text installed in your development computer, you can drag the file to your opened Sublime Text window, right click the filename -> rename and enter whatever name even without any extension. This worked for me.
.this.=>.this- TecBrat.htaccessis a common problem for beginners or hobby web developers. And: this problem bugged me for years, most workarounds are anoying as hell (callcmd...) and there is a better way (thanks @TecBrat). Google gave me this page as top hit for "windows create file starting with dot", so the answer should be here of all places (as an answer with good score!) - kratenko