If you use the Web Express version of Visual Studio 2012, you will notice one thing missing; creating a console application.  The solution is fairly simple.  I found a blog post at Possibly the most boring blog ever that explains it perfectly.  So instead of rehashing what has already been posted, I will let you use that link above.

In a nutshell though, you will create a new class library.  In its property page set its output type to Console Application.  Please see the original post for screen shots and more details.