If you had the installer add the SDK to the path for you, just open a command prompt and type "clc yoursourcefilename.cl"
On my machine, the compilers are located at:
C:\Program Files (x86)\ATI Stream\bin\x86_64\clc.exe
and
C:\Program Files (x86)\ATI Stream\bin\x86\clc.exe
The compiler output is pretty standard so I'm sure it's possible to integrate it with Visual Studio, but I haven't bothered myself.