How to Build opencl program in nsight?

Hello, i started these days to develop in opencl language and considering that I use nvidia cards and program in Visual Studio I downloaded Nsight (4.2) for Visual Studio 2010.
I tried to build the example in the download section (https://developer.nvidia.com/opencl) “OpenCL Multi Threads” but don’t build it only simply start the prebuild executable.
How can I build a file .cl inside Nsight?

Thanks