help for using gcc

[Okou Cédric]

Dear sir/Mrs
It is my first time to compile a C++ program and i'm try to do it with cygwin shell in windowsXP enviroment . Therefore i previously need to install GNU and GCC. I try to follow the steps in documentation but it's not easy for me. Can you send me the whole procedure since downloading GNU and GCC package (the appropriate version), unpacking them into the rihgt directories, until compling .
Thanks for your help
Cédric OKOU student at Montreal University CANADA