Totally retarded question you guys should be able to answer.
The programmer of this software has the .exe and .exe.config when distributing this program. He said you can compile it using Microsoft visual C# 2011 (express?) and I am stuck on how to do it. A quick noob guide would be great. I don't see any compile buttons or how to get into a cmd prompt.

I know they use Microsoft Visual C# Express to Compile it.

if you have the *.exe and *.exe.config then the application has already been compiled.