When building console applications, there are no forms to add components to and therefore Visual Studio won't create a licenses.licx file.

In such a scenario, follow these steps:

1. Create a temporary Windows Forms application and add all the desired licensed components to the Main Window.
2. Then close the Windows Forms application and copy the licenses.licx file into your console application project.
3. Make sure that the licenses.licx file is configured as an embedded resource. To configure the licenses.licx file as an embedded resource, follow these steps:
   
   1. Right-click the licenses.licx file in the Solution Explorer window and select Properties.
   2. In the Properties window, set the Build Action property to Embedded Resource.