WDP is not designed to work on a remote web site so it you are using FTP to connect to a remote location and are trying to use WDP for pre-compiling your web site then you will realize that you will see no WDP command in either the build or the solution explorer. Some times users are confused whether their WDP installation or Visual Studio installation has some issues hence thought it would be worth clarifying...
The work around for the same is to copy the web site locally pre-compile it using WDP and then publish it using "Copy Web Site" to the remote location.
Fig1. WDP available on local web site in both solution explorer and Build command
Fig 2. WDP not available on remote web site in both solution explorer and Build command