How do I use g++ compiler?

I'm completely new to programming. I've just purchased a book on C++ which instructed me to download and install MinGW. I'm not sure if it was successful because there is a folder with stuff in it, but I don't see any program I can open. I'm trying to write my first program. I wrote a source code using Microsoft Wordpad (I don't know if I was supposed to), but now I'm lost. The book mentioned something about Command Prompt, but I don't know what that's used for. Can someone help me? I'm really confused.