(1,6): error CS1525: Unexpected symbol `out'

I wonder if you got that error from your command line, since it contains the out option. If you're still getting that same error, please show the exact command that you are using.

Here's the command line I used to build your snapshot:
treehouse:~/workspace$ mcs -out:TreehouseDefense.exe *.cs

Now I did get some errors, but different ones not related to the command line:
Path.cs(14,45): error CS1525: Unexpected symbol 'return'
Game.cs(26,36): error CS0103: The name 'pathGetLocationAt' does not exist in the current context

Here's the fix for the first one (notice just one "return"):

//        return (pathStep < _path.Length) ? return _path[pathStep] : return null;
          return (pathStep < _path.Length) ? _path[pathStep] : null;

And here's the fix for the second one (there was a missing period):

//          MapLocation location = pathGetLocationAt(0);
            MapLocation location = path.GetLocationAt(0);

After those fixes, the program built and ran without errors:
treehouse:~/workspace$ mono TreehouseDefense.exe
0, 2

Is that the result you expected?