i expect this is a stupid question. ive not used visual studio in ages, just installed it to have a go at some plugin development.

i installed the foobar sdk and ran it (off the top of my head think its the start debugging button), it asked me for the the debuging exe.

what exe is it supposed to be pointing to? im sure last time i installed visual studio i could just code and compile programs straight away

A foobar2000 component is a DLL; you cannot run those as standalone programs.

so when i open up the tutorial in visual studio how do i run it/test it??

You can either compile a dll and move it to a foobar components directory (I would use a seperate directory for dev) and run foobar.
or you can set the component's output directory in the project options to output into the foobar components directory, and then set the exe to run as the foobar2000.exe (also in the project options)