Please provide us more information about what you're doing and what project you're trying to run. We don't have enough to go on here.
I'm assuming you're talking about running in Visual Studio given the tag but we're just guessing. Version information, etc would be useful.
Some common issues:
- Your project is not an executable (console, windows, web) and therefore cannot be debugged directly.
- You don't actually have a project open but rather you just open a source file. In this case there is nothing to run and you need to put your source file into a project (if it is not in one yet) and then open the project.
- Your code doesn't compile and therefore there is nothing to run.