The GNATbench Ada editor extends the contextual menu with an entry "Compile Ada File" that will attempt to bring the compilation unit in that file up-to-date. That means that the compilation unit and, if necessary, all units upon which it depends, will be compiled. The progress indicator at the lower right of the Eclipse window will show the command as it runs.
The compilation steps are displayed on the standard Eclipse Console in a subconsole specific to the command. You can show this view using the standard Eclipse Window -> Show View command if the Console is not already open.