Shawn, you have to create a module first before you can publish a compiled version of this module you've just created. Therefore, in VWD, you select "a dynamic module" option to begin you development in the regular way. When you are done, you click on "Publish Web Site" and a copy of your DNN web site will be placed in a directory of your specification (not in the same directory of your original DNN installation.) Then you can go to the bin folder of this directory to pick up your compiled files.

If there is any error in my explanations above, I invite corrections from our expert module developers here.

Best,

jc