Did you open the solution? In order to run code in the debugger that you wrote you need to have that code in a project. Wrapping each project is a solution which is just a virtual collection of related projects. Once you have a project loaded in VS with your code in it then you can build that code using F8 and then run the code using F5.
An easy way to tell if you have a solution open or not is the fact that the solution name is shown in the titlebar of VS. Additionally in Solution Explorer you'll see the solution node and under that your project node (console app). Under the project node is your source files that you can edit.
We don't know what tutorial you're referring to so please provide us a link to the steps you're following and ideally a screenshot or something so we can see what you're seeing.