X-code question

I,m new to x-code,and mac and want to ask something.
When i work on visual studio on XP it's not necessary to create "new project" to test some little program on c++,I just click on "new file" or something,and go on..
is it possible in x-code to do the same? to quickly write some code and build it and run it? without creating projects?
and afterwards even when I create a new project I still cant compile,run,build and so on..the buttons is just not active! please help..

Which new kind of new project are you creating? The simplest runnable project would be a "Command Line Utility".
Keep in mind that Xcode is just a fancy GUI wrapper around a bunch of other command-line tools. If you have small programs that don't really need an entire project, you can just run Terminal and use "vi" to type in your program and then use gcc or g++ to compile it. If you want to get fancy, you can run a fancy GUI text editor instead and keep the file open while working in the Terminal at the same time. Eventually, you are going to get a program big enough to want something more fancy to manage the entire thing. Then, you could use Xcode or, if you really like the Terminal, you could just use a Makefile. If you want to create full-fledged GUI Cocoa programs, it is best to use Xcode because it automatically knows how to assemble all the pieces you need for such a program.
Of course, nothing about what I have just described is in any way different than how Visual Studio works. They may have a shortcut that allows you to do "New File" and just compile and run it. Xcode doesn't have that. But they are fundamentally clones of each other.

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