You need the dotNET Framework. If you have that already, locate csc.exe, and add the path to your PATH variable.
Then you can fire up a cmd prompt and compile any file anywhere. Or, you can setup a run command for cs files in Notepad++ or Textpad. In either case, the runnable will be the csc.exe, and that's basically for compiling. The active file parameter is usually a %1, or %s, depending on the tool. Check the documentation to figure it out.