C++ is a great programming language. Though hard to pick up at first, you'll really enjoy creating your very own programs in C++.
A compiler is what turns your human-readable source code into a computer readable executable file. The .exe file runs as a program. A very good, easy to use compiler is Dev-C++. There are also good compilers like Borland's compiler. Both of these are free. Some compilers are IDEs, so they come with a built in text editor. WORK IN PROGRESS