as far as I know (never used it) you can do this with custom Build steps (Press F1 for Help and go to "TheIDE help"->"Congfiguring Packages and Assemblies"->"Custom Build Steps"
right click in the upper part and choose "Append Row", give it a name and tell it the extension (.asm, i guess).
In the next part enter the command you want to be run (have a look at the screenshot in the Help)
at last tell TheIDE which files will be created by that build step.
I don't know wether you have to add something to your package configuration so TheIde will use your output.
Thanks for the reply,
I just try with hardcoded value for directory input,output,filename etc. the invoked nasm form TheIDE++ can compile the .asm file.
Below is the command from VS IDE:
nasm -f win32 -DPREFIX -I $(InputDir)\ -o "$(IntDir)\$(InputName)".obj "$(InputPath)"
Translated to plain english below:
nasm -f win32 -DPREFIX -I c:\Work\MyProject\asm\\ -o "Debug\myasmfile".obj "c:\Work\MyProject\asm\myasmfile.asm"