C++ is a computer language, so is C, Pascal, php, perl, Visual basic (VB), C#, Java, etc.
Some programming languages are "compiled" languages and some are "interpreted."
Compiled languages need a program called a 'compiler' to translate them from something you wrote to something the computer can understand. Examples of compiled languages would be C, C++, C#.
Interpreted languages need a program called an interpreter to operate.
In either case, you need to write your program in a text editor of some kind. There are specialized text editors that understand the syntax of a computer language and how files are related to make doing this much easier. An example of a free one that runs on many computers is called Eclipse (see www.eclipse.org). It is a good way to start programming in Java, C, or C++.
Once you have written your program, you need a compiler or interpreter to get your program to run. There are a wide variety of these. Eclipse comes with these for the languages it supports.