I wrote the my very first Win 32 program using VC++ 2005. The code below in my guess is suppose to at least create a window when i run the program, nothing much. It compiles with no errors but nothing shows

Code:
// Test.cpp : Defines the entry point for the console application.
//

#include "stdafx.h"

#include <windows.h>


// Step 4: the Window Procedure
LRESULT CALLBACK WndProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
{
     switch(msg)
     {
     case WM_CREATE:

          break;
          case WM_CLOSE:
               DestroyWindow(hwnd);
          break;
          case WM_DESTROY:
               PostQuitMessage(0);
          break;
          default:
               return DefWindowProc(hwnd, msg, wParam, lParam);
     }
     return 0;
}

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance,
                         LPSTR lpCmdLine, int nCmdShow)
{
     WNDCLASSEX wc;
     HWND hwnd;
     MSG Msg;
     static char appName[] = "Your Application";

     //Step 1: Registering the Window Class
     wc.cbSize = sizeof(WNDCLASSEX);
     wc.style = CS_HREDRAW | CS_VREDRAW;
     wc.lpfnWndProc = WndProc;
     wc.cbClsExtra = 0;
     wc.cbWndExtra = 0;
     wc.hInstance = hInstance;
     wc.hIcon = LoadIcon(NULL, IDI_APPLICATION);
     wc.hCursor = LoadCursor(NULL, IDC_ARROW);
     wc.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
     wc.lpszMenuName = NULL;
     wc.lpszClassName = appName;
     wc.hIconSm = LoadIcon(NULL, IDI_APPLICATION);

     if(!RegisterClassEx(&wc))
     {
          MessageBox(NULL, "Window Registration Failed!", "Error!",
               MB_ICONERROR | MB_OK);
          return 0;
     }

     // Step 2: Creating the Window
     hwnd = CreateWindowEx(
          WS_EX_CLIENTEDGE,
          appName,
          "Your Window Title",
          WS_OVERLAPPEDWINDOW,
          CW_USEDEFAULT, CW_USEDEFAULT, 400, 400,
          NULL, NULL, hInstance, NULL);

     if(hwnd == NULL)
     {
          MessageBox(NULL, "Window Creation Failed!", "Error",
               MB_ICONERROR | MB_OK);
          return 0;
     }

     ShowWindow(hwnd, nCmdShow);
     UpdateWindow(hwnd);

     // Step 3: The Message Loop
     while(GetMessage(&Msg, NULL, 0, 0) > 0)
     {
          TranslateMessage(&Msg);
          DispatchMessage(&Msg);
     }
     return int(Msg.wParam);
}
Q. How do i run it after i press build (F7), forgive me i'm used to Visual Studio C++ 6.0 where there's compile+run