Look in the upper-right corner of the Editor window. Do you see a red square or a red circle with an exclamation point in it? That indicates Code Analyzer has detected an issue that will prevent your code from successfully running. I believe the functionality to run sections requires your code to be syntactically valid, so try correcting the issues Code Analyzer has flagged with red. You can click on the red lines in the gutter below that red square or circle to jump to that line.
I suspect when that icon is either orange (Code Analyzer found issues, but they represent potential inefficiencies or areas for improvement in your code rather than ones that would prevent your code from executing to completion) or green you will be able to run sections.
