i recently started dabbling in f#, and i've made a small collection of shell scripts that walk through the stages of setting up and compiling different kinds of program. the basic idea is that forge and paket do most of what you want; they're just hard to figure out; reading through the shell script will take you step by step through the various incantations you need.

thus far i have command-line "hello world", eto.forms gui and gtk# gui (they mostly differ in what libraries they install). if you're playing with fable, i'd love if you contributed a script.

https://github.com/martindemello/fsharp-quickstart