IDE's in general are programs that are specifically designed to make programming easier. These are many, many reasons why using IDE's are preferable to using simple text, compilers, and linkers.
Visual Studio specifically provides syntax highlighting, code-completion, supporting multiple languages. It also provides an in-depth debugger, which allows the developer to not only see the error, which would occur with a compiler or linker, but actually track it down to the exact point in the code where it happens.
Some lesser used items that IDE's provide are the designer, which allows for some simple visual design, and code refactoring.