MinGW Compiler or Compilers on Windows

I'm having a problem running MinGW. It is installed but won't run. I use the command prompt and type in 'g++ file.cpp' but it doesn't work. Any clues or ways to use this as I'm kinda in a rush to get programming on a windows environment?
Please show the error message that informs you it "doesn't work".

Perhaps you've not added the MinGW installation to your path?
I didn't add it to my path... how do I do that?
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