This "What's new" page mentions the following new capability:
Angular 2 improvements
Use the New… popup to generate components, directives, services, and other blueprints in projects created with Angular CLI. Completion and resolve for methods in the templates are now more precise because WebStorm understands available type info.
Here is the screenshot showing the functionality:
Use the New… popup to generate components, ...
Well... File | New...
and then choose Angular CLI
option there.
I suggest to go trough the "WebStorm 2016.3 - New features" video: https://www.youtube.com/watch?v=_THi3bEmp7g -- it's quite short (4 and a half minutes only)
Check this interval: 3:02-3.16 in particular
As stated by @lena -- you also need to have angular-cli.json
in your project for this option to appear.