You learn a lot of things on the job as a programmer. Years ago, at my first coop position, I was a little confused when my boss went to Visual C++, and tried to open the .EXE file as a project. What a dolt! I thought. That's not going to work.
Amazingly, it did. You don't need to create projects or solution files to use Visual C++ as a debugger. Just open up the EXE file and run it. If it has debugging information, you can also manually open up the source files and create break points and everything.