Most programs that you run on your computer are windowed applications; they work inside a window that you can move around on your desktop. The HelloWorld program is an example of a console program. It does not run in its own window; it has to be run through a terminal window instead. A terminal window is just another way of running programs stored on your hard drive.
To open a terminal window, press the "Windows key" and the letter “R”.
You will see the "Run Dialog Box". Type "cmd", and press "OK".
A terminal window will appear on your screen. Think of it as a text version of Windows Explorer; it will let you navigate to different directories on your computer, look at the files they contain, and run programs. This is all done by typing commands into the window.