Originally Posted by JogaBonito1502
Bloodshed Dev C++
Nope, don't use that. It comes with a dodgy, non-standard version of MinGW which isn't a good compiler at all. On top of that, the debugger is broken and it uses non-standard UNIX library formats (.a as opposed to the .lib on Windows).
It's now unsupported and hasn't been updated in forever (forever looking honestly like seven whole years, based on what SourceForge is telling me). I suggest you download Visual C++ 2008 Express Edition from Microsoft, it's completely free and does pretty much everything a beginner needs it to.
EDIT: wait a minute... if it compiles and it works, how aren't
you getting an EXE? Try and see if you can find your destination or output folder, the EXE will be in there.