When VSdocman is set properly, you can compile a new documentation.
Go to Tools - VSdocman menu or press VSdocman button on the standard toolbar.
VSdocman dialog appears.
Check the Compile also non-commented option, if you haven't used XML comments, so that all specified members be compiled, even those without comments. Press the Compile Project button on the Compile pane. Compilation progress dialog pops up and some log messages are printed in it.
Note, longer projects can take a little while to compile. You can stop compiling by the Cancel button. After compiling, press the Close button or you can test generated documentation by pressing the Show Documentation button.
You can also compile your whole solution at once by pressing the Compile Solution to Single Documentation button. More info in Compiling Documentation for Solution.