You need to check the configuration manager to ensure that the project is set to build for the selected configuration and platform.
In the output window you will get a summary at the end.
========== Build: x succeeded, x failed, x up-to-date, x skipped ==========
If any projects are skipped then they are not set to build for that configuration/platform.
Also worth checking Visual Studio under Tools -> Options -> Projects and Solutions -> Build and Run as there are some options there that control when to build things. You can also turn the build output up/down which may give some clues as to why it is not building.