Turbo C++ was written for DOS, back in the early nineties.
Are you running a PC from twenty years ago? If not, I suggest you instead use a modern compiler. This will have the advantage that you can use actual C++ instead of C++ from twenty years ago which a modern C++ compiler doesn't even recognise.
As Moschops says, the Turbo C++ compiler dates from 1989, and was for a older operating system that is no longer supported by Windows' backwards compatibility. If you are using a version of Windows newer than XP (that is, Vista, 7, or 8), then there is no way to run the compiler without using an emulator such as DosBox.
Unless you absolutely must use TC++ (for whatever reason), I would recommend downloading either Visual C++ Express or Code::Blocks. Both of these are free IDEs which include compilers along with them (Microsoft Visual C++ and GCC, repsectively). My suggestion is to try Code::Blocks, as it is a bit easier for newcomers to use (IMHO).