I got asked about this by a collegue the other day and it amazed me how many people seemed to be asking the same question on the internet with no helpful answers. The standard response seems to be you need some thing called MsBee!?
No you don’t
You have the only tool you require already installed on your workstation, specificlly csc.exe aka the C# compiler.
All you need to do is open a command prompt and set your path:
and then compile your project:
csc /target:exe out:myprogram.exe *.cs
If your project structure is too complex for a simple command line compile then I suggest you learn a decent .NET build tool.