That's what a compiler is. That's computer science 101. If you don't know what that is then you have quite a bit to learn so listen up:
A compiler take your written code and after checking it for errors and a lot of other intermediate steps that you don't need to worry about turns it into actual machine instructions that can be run by the computer. (aka. an executable file)
Do you understand this much?
A C++ compiler such as Dev-C++ would compile C++ code into a working program.