How to Compile c++ files after writing them in Sublime Text ?

The problem I am having with Visual studio 2019 is that it cant read the source ( probably ) and so it says the code is wrong , it also cannot give me code completions and all.
But watching online tutorials I realised that programmers compile the code by clicking on the |> Local Windows Debugger , ( it is supposed to compile right ?)
So my question was how can I compile ( or whatever it is that |> Local Windows Debugger button does ) without Visual Studio 2019 ?