(its a long story) but I have a large complex project file containing a windows program. Unfortunately the project was originally built as a console app. The program compile
Right-click the project icon in the Solution Explorer, then Properties > Linker > System > SubSystem, and set that to Windows. You'll also have to change your main() method to WinMain(). And you'd better create some windows or there won't be much to look at.
Complementing Hans' answer: While under Properties, also remember to expand the C/C++ node and select Preprocessor. Then edit the Preprocessor Definitions - replace _CONSOLE with _WINDOWS.