How can you write a C++ program to open a window like this one...
Is it possible or can apps only be ran from the command line?
I'm using the G++ compiler... Do I need something else like visual studio?
Can I do it just by writing code?
Take a look at Qt which is a cross-platform framework that easily builds GUIs.
Then check out a Qt tutorial, do a google search. Here is one that will get you to "hello world"
Also, you might want to check out Code::Blocks as an IDE. It will use your already installed g++ compiler.