I have downloaded Samples for MS SQL Server 2005 and I don't know how to get an .exe file from files like ascmd.sln, ascmd.cs, ascmd.csproj. When I'm trying to launch an .sln file in Visual Studio there is an error like:
The application for project C:\project_path\project_name is not installed
Do I need a C# compiler or something like that?
yes, you will need to compile the .CS file. The compilers are part of Visual Studio Express (download). You'll want the C# Edition.
One you have it installed, you can run the command "csc ascmd.cs" to compile. csc is located in %windir%\Microsoft.NET\Framework\v3.5\csc.exe
Alternatively, you can compile from the IDE. Just double click the .sln or .csproj file and the IDE will open. CRTL+SHIFT+B compiles. F5 runs.
Thev v3.5 will vary based on the version you install.