biggest newbie question ever

Question

Hello all,
Here is my dilemma, I have been given aprviously created aspx form. it's original background script was vb.net I am supposed to covert a small piece of it to c#. I think things are going good basically it needs to connect to database dynamically populate and then be able to update.

here is my issue. Since it did not start as a solution I have just been opening them in vstudio and doing all of my coding, I think a lot of the coding is done but how do I compile to test this without it being in a solution?