simply open command promt (win+r then type cmd and hit enter)
(i will use > to denote a new cmd line)
cd to your working directory (where you have saved all your projects) i.e. > cd Documents\workspace\afolder
then simply enter > g++ -o executable.exe source.cpp
(where source.cpp is a c++ source file (in this case a single file project with the main function in source.cpp, and filename.exe is the name of the executable you want to create)
for more complex projects it often helps to put stuff into a script (or use make, which i believe has a version available for windows) to handle the build processes as executing a script is easier than compiling a ton of cpp files.
edit: I am assuming you have g++ running on windows cmd otherwise you will have to add mingw to your path variable (or just use the mingw bash emulator)