I had a custom workspace open with two VPJ projects.
Then I did Project-> Open Other Workspace -> Visual Studio .NET
I selected a C++ *.sln file with many projects (visual studio 2013).
1st problem: Build menu doesn't have a build option.
In Project -> Set Active Project, there are two projects listed -- the projects from the original workspace.
These projects are certainly not in the current *.SLN file.
Workspace Properties shows the correct set of projects.
I can set the active project from there, but that doesn't update the Project -> Set Active Project menu.
Restarting Slickedit fixed the problem.
It started with the SLN file loaded and now the build menu is setup correctly.