You basically need two things:

1. A text editor. Not Notepad. Notepad++ or such is what I use, though some people prefer vim, emacs, or such.
2. A compiler. Some of them can cost a lot of money, but the free ones work fine too. I use GCC (MinGW in Windows), but some people use Microsoft Visual C++, Borland Turbo C++, or such.

Often, you can get an editor and a compiler in the same package, called an IDE. Code::Blocks is my IDE of choice, which comes with an editor and GCC in one package. Visual C++ also comes with Microsoft's compiler, which is a common IDE a lot of people use (The professional version costs a lot of money, but a lot of people use the free version).

Of course, to be able to build anything, you'd have to learn C++, and a book on C++ would already tell you all this.

I have a feeling you could have Googled this yourself. Go look up tutorials and such for beginners. They would likely tell you how to get started.

I like using Notepad++ with MinGW, both free, and cplusplus.com has good tutorials once you understand the basic syntax.

I have been starting Python. It's really fun. I created a program that provides information about different minecraft mobs. It's easy. You just have to remember a few things.

Python is nice, but the whole whitespace-is-important thing seems really weird to me. I prefer using braces, with indents just for readability.