At Visual Studio 2010, there will be a red dot(s) on scroll bar indicated where your code has errors. Also a other color dots for other message etc.
But after installed Visual Studio 2012, I cannot see this feature anywhere, tried toolbar-options, nowhere to found.
Am I miss something? Or Microsoft just removed this feature.
{EDIT}
Sample of Visual Studio 2010

And Visual Studio 2012, where these nice little dot candy go?

Have you got code errors? 😛
Check the editor settings out, I am pretty sure it is there it might just be off by default.
You can see the default color for each error and warning squiggle in the Tools/Options/Environment/Fonts and Colors dialog box. Look for Syntax Error, Compiler Error, Warning, and Other Error.
From here: http://msdn.microsoft.com/en-us/library/efc4xwkb%28v=vs.110%29.aspx