Why RUN option is disable when load a file

Question

Hi,

Why does RUN option (green triangle) is disable when I do this:

       - open C# and from FILE\OPEN\(pick the file that I want to run)     
      
                or

       - double click on the file and C# is launched and open my file

It is working (RUN opt become active) only if I copy the entire content of my file and make a New Project.

Im trying to learn C# and I USE CONSOLE APLLICATION for now

When I want to create a program in C#, I make a new project and save my file as
nameFile.cs

 When I close the program(C#) and I restart him to load my file the run option is not avaible

What am I doing wrong or how am i supose to open the file and run opt to be active ?

Thanks