Whether you use Visual C++ 6 or Visual Studio® .NET, you must first have registered the Visual C++ environment variables to enable command line compiles; otherwise, run the "VCVARS32.BAT" file in a DOS box, and then start SlickEdit from there. This will set the environment so that the editor can run these compiles.
To open your Visual C++ or .NET workspace/solution, go to (Project-->Open Workspace), and choose the Visual C++ workspace (.dsw) or .NET solution (.sln). Builds and compiles can then be run from the Build menu.