When I code something in C++, it runs it in what looks like Command Prompt.
Because your build target is set to a console/terminal command-line window(in Windows this is DOS-style command-prompt).
It is text-based only - no images or graphics(unless they're made with character symbols or ASCII art).
There are a few options you have here, and quite some understanding that would help you out here.
Windows graphic-based applications on Windows OS run through software known as DirectX or DirectDraw for windowed graphics, and use the Windows API to manage the controls for the windows(GDI/GDI+ are used as well).
This stuff is a complete different implementation on command-prompt windows.
There are libraries that offer "wrapping" for this to avoid directly interfacing with this stuff for development if you find Windows API and DirectX to be hard(which many do find them to be).
As mentioned, SDL will "wrap" around the lower-level abstractions necessary for window management and graphics(such as DirectX and WinAPI). What this does is gives you an interface that will get you things done faster and easier than with Windows API/DirectX directly.
SFML will do the same, and so will many other libraries providing abstraction from the lower-levels of user-space software rendering of the operating system.
Aside from what the C++ disliker above is saying, SDL or Allegro is probably what you should be working on and studying now:
All of the lower-level abstractions come with more programming experience. The Windows API is the lowest-level API that controls all window structuring and management on all Windows OSes so far, to note. It works alongside with DirectX for optimum software rendering. Learning them both can be ideal and useful, but at this point it would be a little farfetched.
I believe it has something to do with .txt files
Absolutely nothing to do with text files.