Visual C++ General
Since it compiles and actually runs then it shows that it has outputted correctly. Check your project settings to see where it is being outputted to. This would be under linker settings at
Project->Properties->Configuration Properties->Linker->General->Output File.
Although, remember that if you have created a solution with seperate directories for the projects then they will be in the top level directory and not in the project directory.
The output files (exe in your case) will end up in a 'debug' or 'release' folder at the solution level.
Intermediate files stay at the project level.
This used to be different in older VStudio versions like VC 6