Microsoft Visual Studio 11 and C++

Sorry, I'm a noob at programming so I have no idea what you mean. >< elaborate a little please?

Whenever you want to run or debug the program, you need to compile (build) the code into an executable (.exe). If you didn't compile or if you changed the code since you last compiled, Visual Studio reminds you that your project is "out of date" and that you should compile it.