Compiling to an exe with mingw...

[Blackroot]

I'm confused as to how you make an exe using mingw / MYSY. Anytime I try

make C:\\test.cpp

In mysys, it says:

make: Nothing to be done for `C:\Test.cpp'.

And when I try G++ C:\\Test.cpp it waits a second, then just creates another line, it doesnt say anything, or do anything. I'm very confused .