How can I build Debug and Release at once?

If you want to use the build button and not build it via menus, you can use the Post-build Command function (or pre-build - it is up to you).

You can parametrize the commands using project properties via macros. It can be useful for auto-copying of final assemblies to central location, etc.

In the Visual Studio GUI, go to the menu

Build → Batch Build

This will pop up a window with all the possible combinations of projects and their configurations. Select all the items you want to build together and click the Build button on the right side of the window.

That's it.

There is also a button to rebuild a group of configurations instead of build (which is an incremental build).

There is also an option to select/deselect all configurations/projects to build/rebuild.

You can do this with "Batch Build", although it's not available in the Express version.

Anyway, you don't want to be building from the GUI anyway. You should be using MSBuild or something of that nature to automate your build process.