Irrlicht itself is a library. When you build the Irrlicht project (on Windows), you get Irrlicht.lib and Irrlicht.dll files, not an executable file. Irrlicht - like all libraries and 3d or game engines - needs to be linked into an executable in order to actually do anything with it.
So instead of opening source\Irrlicht\Irrlicht*.sln (which just build Irrlicht), have a look at examples\BuildAllExamples*.sln.
This contains a project for the Irrlicht library itself, and 17 example/demo projects. Each of them links against Irrlicht and creates an executable that you can run. Start with 01.HelloWorld and work your way up.
