The first step in using the Visual Profiler to profile your application is to create a new profiling session. A session contains the settings, data, and results associated with your application. Sessions gives more information on working with sessions.
You can create a new session by selecting the Profile An Application link on the Welcome page, or by selecting New Session from the File menu. In the Create New Session dialog enter the executable for your application. Optionally, you can also specify the working directory, arguments, and environment. Then press Next. Notice that the Run analysis checkbox is selected. Press Finish.