In older versions of Visual Studio by pressing CTRL+F5 the C++ project was built and Run after build, automatically. In VS 2015 first you need to build the project and the
In Visual Studio 2017 all I had to do was
F5
to build and run the project.
By default, when you press CTRL+F5 Visual Studio asks you if you want to build a changed project:
It looks like you selected Do not show this dialog again and pressed No.
To revert it, change HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\14.0\General\BuildOutOfDateProjects from 1 to 2.
For all possible values see __BUILDOUTOFDATEPROJECTS Enumeration.
Update (thanks to Cody Gray): Instead of editing registry, check the On Run, when projects are out of date option:
Building: Ctrl + F9
Running: Ctrl+ F10
First Build and then Run