1) In team explorer, go to the "Settings" section. Choose "Source Control". When the window pops up, select the "Check-in Policy" tab. Click "add" and select the options you need.
2) Create a new build. On the "Trigger" tab, change to "Continuous Integration". This will force a build with every check in.
3) Gated check in requires a successful build to check in. Continuous Integration (CI) builds on check in (both options are found on the trigger tab in the build settings, and you can actually have both on different builds) A gated check in will basically store your check in as a changeset, run a build on it, and deny the check in if the build fails. CI checks in your code and runs a build, which may or may not fail.
Hope that helps!