make processes makefiles, not source code files.
> And when I try G++ C:\\Test.cpp it waits a second,
Yep, that's the thing to do.
Look in the directory, you should see test.exe, which is the program just compiled and linked.
Unlike some other chatty compilers which like to print out all sorts of guff, gcc only speaks when there is something worth saying (like an error message). If the program is good, then it compiles in silence.
