Most of the code presented is intended to be run from the scripting environment, which means that you shouldn't need to compile. Visual Studio has a built-in scripting environment for F#; in VS, open the project, and go to any .fsx file (the extension describes scripts). You can then select pieces of code, and right-click / execute selection in interactive (or Alt-Enter). If you want a more detailed introduction to scripts, take a look at this for instance:
https://fsharpforfunandprofit.com/ , and potentially this for more details:
http://brandewinder.com/2016/02/06/10-fsharp-scripting-tips/