Fortran compiler doesn't create an exe file

Hello,

I installed the Intel Fortran Compiler and Microsoft Visual Studio, both in their latest version. I am having an issue with building my test program. The builder runs and says it has been successful but no .exe file was created and I am unable to run the program (I get a message saying that no .exe file can be found) 

I feel like there is something simple I am not doing. 

Any advice?

Thanks,

Erez