Hi,
VisualGDB primarily focuses on setups that support debugging, so it doesn’t offer out-of-the-box support for FLASHing the non-debuggable chips with avrdude. That said, there’s a very easy workaround for that.
The VisualGDB build process produces the regular ELF files compatible with almost all open-source tools (including avrdude), so running it manually with a VisualGDB-produced executable should work.
If you are using a Custom edition or higher, you can automate this by adding a custom project shortcut (Project->VisualGDB Custom Shortcuts). This will add a custom menu command to the Project menu and the context menu (if using VisualGDB 5.4 preview) that will run an arbitrary command line.