Where is IIS

Question

I am trying to get started on ASP. I open a new solution called mySolution in my C#project file. Thus I have a file at C#projects/mySolution When in the solution I click on mySolution and choose new project I get the project window and choose "ASP Web Application" I now get several error messages this last on says there is no web service at http://localhost/C#project/mySolution.

Where is my IIS??