I've found people find it a lot easier to follow the steps when thay understand what's happening, so I'll give you a brief tutorial. This is a little long, so hold on.
Programs start off
source code. That's the instructions that your programming language provides for you; things like
int x = 5;. The source code is pure text. That means it has no more meaning to your computer than it does to you written on paper. (In fact in the old days programmers began by writing the code on paper.)
To make the source code useful you rum it through a special program called a
compiler. The compiler analyzes your source code and deduces from it what you want the computer to do. It then produces
machine code (lots of wierd and arcane numbers that the computer can understand as instructions) that tell the computer to do what you intend.
For the sake of completeness I'll detail the final step. The compiler generally produces
object code. To understand what this means, consider that large projects use may source code files that reference each other. When each one is compiled, the compiler can't tell what these references are to (each file is compiled as if it were the only one). So the final step is to run all the object code files through a
linker which fills in (resolves in CS speak) all the references.
The end result of all this is
executable code stored in a
binary file that can be run the way any program is run. Which makes sense, because it's been written the way all programs were written.
As you can see from this, writing source code requires only an editor that can edit text. (In fact, avoid things like Word because they put in fancy formatting that will confuse the compiler.) To make their life easier, though, many programmers prefer what's known as
programmer's text editor. This has featues such as coloring different types of keywords (variables, strings, etc...) different colours, alerting you when you've entered an illegal synatx, and so on.
Once you've edited the source code to your satisfaction, you run the compiler. As previous posters have said, each compiler has its own different methods. Basically what you need to know is that the compiler is a program that takes your source code as input and spits out the object code as output. All you need to learn is how the compiler likes to receive your source code and what it will do with your object code. Almost evry compiler has a lot of fancy bells and whistles, but you'll learn to use them with time. Just remember that the compiler will probably come with
documentation, which is what we like to call the help file; refer to it whwnever you've got a problem.
Most compilers will automatically link the object code. If your's doesn't just get a linker. Using a linker is the same as using a compiler, except that the input and output are the object file(s) and binary files.
Finally, you might want to consider an
IDE. This is a program that combines the programmer's editor, compiler and linker into one tool. IDEs normally provide a lot of other programming aids, such as parameter type checking and suchlike. I don't like IDEs as I feel they make programming much more complex than it already is, but I know people who wouldn't program without one. In the end it's all down to personal preference.
I hope this helps. By the way, when you're new and inexperienced, getting people's opinion is more helpful. But once you've got enough knowledge to be able to be able to follow basic information you'll find the internet a much more useful source of information.