Please don't post many times the same question.
When you get a compiler you would find its documentation manual.
I suggest getting an IDE which makes things easier.
You can find lots of compilers on the net, which is your Operating System?
Microsoft provides an IDE called Visual C++, you can download it here: http://www.microsoft.com/express/download
I suggest you starting from an Empty project when working with it.
To compile and run press F5 or click on the green arrow on the toolbar
You can find its manual on Help > How Do I
It requires a free registration after 30 days
You can get Code::Blocks IDE which uses MinGW compiler, you can download it here: http://www.codeblocks.org/downloads/5
To make console programs, when creating a new project select Console Application and follow the instructions of the wizard
To compile and run press F9 or click on the blue gear with the red arrow on the toolbar
You can find its manual on Help > CodeBlocks
There are a LOT of compilers to choose from. Some of the more popular choices are popular for a reason so I'd probably go with one of the following:
Visual C++ 2008
GCC (GCC GNU itself is a LINUX based compiler available via Cygwin and MinGW)
Borland C++
Intel C++ (bit different actually and is well known but not popular.)
Though an IDE is convenient, it would probably be best if you understood how linking worked, so I suggest you read a couple of tutorials and try to learn how linking headers, libraries, object files, and implementation files via console works. An IDE does this for you along with include a couple of tools that are very useful. In addition to this, C++ is much different from Java. There are possibilites available in C++ never even heard of in Java so I seriously suggest buying a book at a book store or reading a couple of online tutorials that explain this and how to implement them.