Angular 2 cli integration in visual studio 2015
A view of your file structure would be helpful. It sounds like you're simply using Visual Studio as an IDE. If that is correct, I wouldn't worry about using the green play button. You have to run task for it to build, so Task Runner will be your friend. That or just open up console and do you commands from there.
I personally prefer just using an IDE, like visual studio code, but if you must use VS, then I recommend the link below.
Here is a more detailed example of How To Use Angular CLI With Visual Studio 2017 which also works with Visual Studio 2015.
It details on how to set the project's pre-build build event to run ng build. Also, it shows how to copy the CLI output into an ASP.NET web application using the packages.json file.