C# Files not Compiling

So, I decided to take a break from java this evening to tried to make a few functions in C# and I can't figure out how to compile them. I've been searching through the forum and I guess this is so basic, nobody has had to ask :P

I have my functions inside my project window and attached to objects in the scene. I have already done the file->build & run. What am I missing? Do I need to download visual studio and compile the dll's with it instead?

You don't compile scripts manually; Unity does it automatically for any script that's saved in the project's assets folder. You don't have to do build & run, and you don't need Visual Studio.

Add them in the Scripts folder in your assets and they should just automatically compile whenever they are changed (or dependencies have changed). Of course, check the message window (console) for compile errors, because you can't connect the scripts to objects until they compile correctly.