Help with Visual Studio 10

I am trying to compile a program for school in Visual Studio 2010. I have 5 different files. Some are .h and some .cpp. I tried using the build button, but it is not highlighted where I can click on it.

I have all of the files opened up in Visual Studio.

Please help and thanks in advance!
Did you make it a project?
If yes, press F7 (build hotkey).
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