Visual Studio not auto-building when I press the debug button

In the Visual Studio settings under Projects and Solutions->Build and Run change the option On Run, when projects are out of date: from Never Build to Always Build

Edit: Per your comments, open the "Configuration Manager" (in the Debug/Release dropdown) and ensure that the Build checkbox is checked for all of the projects you want to build in each of your configurations.

• Navigate to Debug > Options and Settings in the VS menu or Tools > Options...
• Go to 'Projects and Solutions' > 'Build and Run' and make sure that the “Only build startup projects and dependencies on Run” box is left unchecked.