Section 1.1
Structure of a C++ program
cplusplus.com

Probably the best way to start learning a programming language is with a program. So here it is our first program:

// my first program in C++

#include <iostream.h>

int main ()
{
  cout << "Hello World!";
  return 0;
}
Hello World!

The left side shows the source code for our first program, which we can name, for example, hiworld.cpp. The right side shows the result of the program once compiled and executed. The way to edit and compile a program depends on the compiler you are using. Depending on if it has a Development Interface or not and on its version. Consult section compilers and the manual or help included with your compiler if you have doubts on how to compile a C++ console program.

The previous program is the first program that most programming apprentices write for the first time, and its result is the printing on screen of the "Hello World" sentence. It is one of the simpler programs that can be written in C++, but it already includes the basic components that every C++ program has. We are going to take a look at them one by one:

// my first program in C++
This is a comment line. All the lines beginning with two slash signs (//) are considered comments and they do not have any effect in the behavior of the resulting program. They can be used by the programmer to include short explanations or observations within the same source. In this case, the line is a brief description of what our program does.

#include <iostream.h>
Sentences that begin with a pound sign (#) are directives for the preprocessor. They are not executable code lines but indications for the compiler. In this case the sentence #include <iostream.h> tells the compiler's preprocessor to include the iostream standard header file. This file includes the declarations of the basic standard input-output library in C++, and it is included because its functionality is used later in the program.

int main ()
This line corresponds to the beginning of the main function declaration. The main function is the point by where all C++ programs begin their execution. It is independent from whether it is at the beginning, at the end or by the middle of the code - its content is always the first to be executed when a program starts. In addition, for that same reason, it is essential that all C++ programs have a main function.

main goes followed by a pair of parenthesis () because it is a function. In C++ all functions are followed by a pair of parenthesis () that, optionally, can include arguments within. The content of the main function follows immediately to its formal declaration enclosed between key-bracket signs ({}), as in our example.

cout << "Hello World";
This instruction does the most important thing in this program. cout is the standard output stream in C++ (usually the screen), and the full sentence inserts a sequence of characters (in this case "Hello World") into this output stream (the screen). cout is declared in the iostream.h header file, so in order to be able to use it this file must be included.

Notice that the sentence ends with a semicolon character (;). This character has the meaning of finishing the instruction and must be included after every instruction you include in any C++ program (one of the most common errors of C++ programmers is indeed to forget to include a semicolon ; at the end of each instruction).

return 0;
The return instruction makes the main() function to finish and return the code that the instruction is followed by, in this case 0. This it is most usual way to terminate a program that has not found any errors during its execution. As you will see in coming examples, all C++ programs end with a sentence similar to this.

Therefore, you may have noticed that not all the lines of this program did an action. There were lines containing only comments (those beginning by //), lines with instructions for the compiler's preprocessor (those beginning by #), then there were lines that initiated the declaration of a function (in this case, the main function) and, finally lines with instructions (like the call to cout <<), these last ones were all included within the block delimited by the key-bracket signs ({}) of the main function.

The program has been structured in different lines in order to be more readable, but it is not compulsory to do so. For example, instead of

int main ()
{
  cout << " Hello World ";
  return 0;
}
we could have written:
int main () { cout << " Hello World "; return 0; }
in just one line and with exactly the same meaning.

In C++ the separation between instructions is specified with an ending semicolon (;) after them. The division of code in different lines only serves for that it can become more legible and schematic for the humans that read it.

Here is a program with more instructions:

// my second program in C++

#include <iostream.h>

int main ()
{
  cout << "Hello World! ";
  cout << "I'm a C++ program";
  return 0;
}
Hello World! I'm a C++ program

In this case we used the cout << method twice in two different instructions. Once again, the separation in different lines of the code has just been done to give greater readability to the program, since main could perfectly have been defined thus:

int main () { cout << " Hello World! "; cout << " I'm to C++ program "; return 0; }
We were also free to divide the code in more lines if we considered it convenient:
int main ()
{
  cout <<
    "Hello World!";
  cout
    << "I'm a C++ program";
  return 0;
}
And the result would have been exactly the same than in the previous examples.

Preprocessor directives (those that begin by #) are out of this rule since they are not true instructions. They are lines read and discarded by the preprocessor that finaly do not produce any code. These must be specified in their own line and do not require to include a semicolon (;) at the end.

Comments.

Comments are pieces of source code discarded from the code by the compiler. They do nothing. Their purpose is only to allow the programmer to insert notes or descriptions embedded within the source code.

C++ supports two ways to insert comments:

// line comment
/* block comment */
The first of them - the line comment, discards everything from where the pair of slash signs (//) is found up to the end of that same line. The second one, the block comment, discards everything between the /* characters and the next appearance of the */ characters, with the possibility to include several lines.

We are going to add comments to our second program:

/* my second program in C++
   with more comments */

#include <iostream.h>

int main ()
{
  cout << "Hello World! ";     // says Hello World!
  cout << "I'm a C++ program"; // says I'm a C++ program
  return 0;
}
Hello World! I'm a C++ program

If you include comments within the sourcecode of your programs without using the comment characters combinations //, /* nor */, the compiler will take them as if they were C++ instructions and, very likely, it will show up one or several error messages.

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Additional readings:
ANSI-C++: Standard Header Files.