Do you mean you do not know how to turn .cpp file into a .exe? If you go into cmd and type "g++ filename.cpp -o filename.exe" it will compile. Obviously you need to change the directory ( cd) to where the file is located. If this isn't want you meant then sorry.
Obviously you need a compiler that will translate your source code into machine code. You can use compilers like mingw or vc++, download some IDE to make the things easier like visual c++ express edition or dev-c++...
In the toolbar at the top there is something that says 'Debug'. It is a drop down box in the middle. Change that to 'release' and click 'rebuild solution'. Then go to the project directory and copy the exe from the release folder to a new place.