You'll want to download an IDE (Integrated Development Environment) for C++. The most popular C++ IDEs for Windows are Dev-C++, and Code::Blocks. These let you write C++ code and will sort out the nasty compiling for you. (Trust me, it gets super-nasty when you've got lots of files including lots of headers. I know - I've used Linux before. :P)
Also, don't say 'I need help!' as your topic title. Of course you do - that's why you're in the Beginners forum.
Oh, and I can tell you'll be posting broken code snippets here in future a lot - so use the Insert Code button, and place your code inbetween the tags that appear to get nice C++ code. (It's a mistake all the new users make...)