Well, BCB has always been without peer in terms of easy GUI application development (at least when it was still from Borland, I don't know about now). That's more or less its only strength, though.
Well, all those errors seem to be in regards to a Windows Application (wmain and whatnot). I've never used Borland, but with VC, you need to make sure you're making a console or blank application.
The problem is that you are trying to compile as a VCL application (Windows GUI) when your Hello World program is a console application.
Start a New Project and select "Console Application".
Paste your code in, save, and compile. (Make sure you save it somewhere other than the default spot. For example, all my C and C++ programming stuff is in subdirectories of "D:\prog\cc".
Open the command interpreter via Start->Programs->Accessories->Command Prompt, or just type "cmd" in the Run Program dialogue. Use the cd command to change to your new executable's directory (which you should have created above in step two). Run the program. Example:
C:> d:
D:> cd prog\cc\hello\release
D:\prog\cc\hello\release> hello
You can also have the IDE run the program for you, but then you'll have to add something to keep the command window open long enough to see that the program executed properly. See this topic: http://www.cplusplus.com/forum/articles/7312/