After creating your application, it can be built using the Build menu.
Within this menu, either the whole solution or a specific project in the solution can be built, rebuilt, or cleaned.
Build messages are shown in the Output window.
Build Errors and Warnings will be displayed in the Errors window.
Project specific settings can be defined in the Project Options dialog, which can be accessed from the Project menu.
To name some of these settings, you can set the name or the type of the generated assembly in the Application tab, for example.
You can also set the target CPU and framework or the output path in the Compiling tab.