How to "pause" a program for a certain number of seconds

I know there is some way to pause for a few seconds that measures in miliseconds, something like something("5000"); for 5 seconds. What's the function I'm looking for?
I found it. It's

 
Sleep(5000);
for 5 seconds. Thanks though!
Keep in mind that that is Windows-specific. If you plan to run your code on Linux or some other platform that part will have to change.
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