how do you turn a c++ file into a .exe file for people to open?

That requires a compiler. Do you have one?

bloodshed's compiler seems popular:
http://www.bloodshed.net/devcpp.html

Microsoft makes one- ooh, and it's visual, neat!
http://www.microsoft.com/express/download/

I use the Borland C++ compiler, although I have never encountered anyone else that has ever used it. Works pretty well, if you can work a command line and hate bells and/or whistles.
http://www.codegear.com/downloads/free/cppbuilder

You can get this shell as well:
http://cygwin.com/

I believe by default installation, GCC will be included already.