compile & run in kdevelop !

Pls help me...
i use kdevelop. I dont know how to make & run a simple "hello world" code in it!!
but i know the code:

#include <iostream>
using namespace std;
int main ()
{
cout << "Hello World!";
return 0;
}

but i just dont know where to enter this code and how to run it!!!
i use ubuntu 11.10 & kdevelop 4...
@Texan40
Great site, thank you :)
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