Microsoft Visual C++ is a complete development environment and includes both a compiler and linker. When you build your project, MSVC++ automatically compiles and links your sources to form an executable.
However, using MSVC++ requires two things; first you have to know basic/intermediate C++ as you can learn from the C++ in 21 days book. If you then want to be able to create applications with a graphical user interface (GUI) such as the normal Windows application has, you also have to learn to use the MSVC++ development environment to link your code to buttons, create menus, toolbars etc.
Also, writing applications in MSVC++ is not identical to writing console based applications (where a DOS window pops up with text). You will have to learn a few new tricks like using the Windows API and other things to be able to interact with the Windows operating system in different ways.
So basically;
* If you want to learn to make applications with a GUI, you should either get a book on MSVC++ (or search the net for something) or start learning yourself with the method of trial and error.
* If you just want to write console based applications (that look like the DOS command prompt in Windows) you can use the C++ in 21 days and get a compiler/linker and start programming.