You are talking about the JIT: http://msdn.microsoft.com/en-us/library/5hs4b7a6.aspx
If you in 32 platform you can debug and modify your code while debugging. In 64 platform you cannot modify your code while debugging you can only step through it.
Apart of macros in SolidWorks you can create add-in applications (.dlls) and stand-alone applications (.exe). If you want to create an add-in I would suggest starting with standard templates for VS. Express is not officially supported by API SDK you may need to install the templates manually. Please read these topics:
I would also suggest you to start with stand-alone application. Note you can always use stand-alone as the starter and dll as class library. Please read this topic which demonstrates how to create stand-alone as well as shows advantages and disadvantages: http://www.linkedin.com/groups/Create-simple-SolidWorks-StandAlone-Application-4961405.S.235214502?qid=0cd99c3d-5925-4847-b88e-e068d27f9c22&trk=groups_items_see_more-0-b-ttl
Artem Taturevych, Application Engineer at Intercad (Australia)
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