>So what is the association with Visual Studio?

You have to understand that Visual Studio .Net is just a tool, an IDE, for some .Net languages.
You do not need to purchase VS .NET to use the framework. You could technically even program for it with NotePad.

There are other tools and IDEs (non-Microsoft) for dealing with .Net languages just as there are several non-Microsoft languages that are .Net languages (CLR), as you saw in these messages.

HTH