Compiling Source Code

Would anyone be willing to help me learn how to compile source code? I know that I need a bypass still after and all that stuff. I just want to know how to compile the source code. I tried downloading the files and opening the folders in visual studio but didn't understand how to compile anything. Maybe even a link to a tutorial that's been done before on this topic. I tried looking up how to compile source for visual studio and nothing useful came up. I am also a computer science major so hopefully this should be a good learning experience if anyone is willing to help.

msdn.microsoft . com/en-us/library/7s88b19e.aspx