Electro uses Mono to establish C# bindings with the C++ engine code. All the code writing, compiling is LIVE and doesn't require the engine to shutdown. You can take the taste of it yourself via building the ExampleApp.
So run the ExampleApp.sln and build it via the build button, it will generate a .dll file. Now run the engine, and create an entity+ attach a ScriptComponent with that. Enter the class name, you wrote in ExampleApp, an you are good to go!