Right click on your desktop background, choose "New" and then "Text Document".  Rename it to Filename.cpp, Filename can be anything.  There you have a C++ file!  Double click and use notepad, Visual Studio, etc to open and add C++ commands.
What is file in C++?How dose it define?(what are instructions)How can save data in it?
A C++ file usually has the extension of a .cpp.  It is merely a text file.  
However, the instructions you type into it -- and with the help of a compiler, you can make your computer do something useful.
I suggest that you pick up a book on the subject at your local book store.  If it seems to make sense you may find it helpful to purchase or download a free C++ compiler, which will take you CPP file and make it an executable (a program you launch on your computer).
Good luck.
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