Which subprojects Built
 

Is there a way to tell which projects built and which ones did not for projects contained under a solution that keeps all of the projects built in a certain order to maintain dependencies?

I'm not sure if I understand your question, but if you're using Visual Studio, you use project dependencies (Project | Project Dependencies in the VS IDE) to ensure projects are built in the correct order within a solution.

Yes, the solution makes sure the dependencies are done and that all of the projects are built in the proper order.

I need a way to get a list of which ones, if any fail to be built.

You would need to parse the step's output for that information.
http://www.kinook.com/Forum/showthread.php?threadid=247

All that example is doing is running a project. I do not see where it is parseing out the faild projects. Can I get more detail on it?

See the Failure Steps tab.