How do i run this program in vb?

I need to compile this program and run it or turn it into a .exe then run it.
can you explain the steps in visual studio to do this with this simple program pleasE?
#include <iostream>
using namespace std;

int main()
{

int num1, num2;

cout << "Please enter two integer numbers.";
cin >> num1 >> num2;
// Number 1 is greater than num 2.
if (num1 > num2)
{
cout << "True Number 1 is greater than number 2 ";
}
// Number 1 is not less than num 2.
if (num1 > num2)
{
cout << "False Number 1 is not less than numbre 2 ";
}
// Number 1 is not equivalent to num 2.
if (num1 != num2)
{
cout << "False Number 1 is not equivalent to number 2 ";
}
// num 1 is not equivalent to number 2
if (num1 != num2)
{
cout << "True number 1 is not equivalent to number 2 ";
}
// Number 1 is not greater than or equivalent to number 2
if (num1 != num2 || num1 > num2)
{
cout << "True number 1 is not greater than or = to num 2";
}
// Number 1 is not less than or equal to num 2
if (num1 != num2 || num1 > num2)
{
cout << "False Num 1 is not less than or = to num 2";
}

return 0;
}
There's a video here: http://msdn.microsoft.com/en-us/beginner/bb964629.aspx, which can also be accessed on the start page on visual studio (Video introduction to Visual C++ Express),

edit: at the link I posted there's also a complete lesson package that can be downloaded (including a video tutorial)

or go to start menu->Visual C++/Studio folder->Open Visual Studio command prompt, at the prompt go to your directory/make one in My Documents, type notepad myprog.cpp, copy the codes above, save, go back to command prompt, type "cl myprog.cpp", if successful type myprog
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