Start VS2008, go to File > New > Project, select Empty Project, type a name for it and click OK.
Now make sure you have the Solution Explorer open (View > Solution Explorer), right-click on the project and go to Add > New Item. Select C++ File, enter a name for the file, and click Add. The file should now be open and you should have it listed under Source Files in the Solution Explorer.
Now copy in the following code:
#include <iostream>
int main()
{
std::cout << "Hello, world!" << std::endl;
return 0;
}
Once you've got that, go up to Debug and select Start Without Debugging. This should open a console window which prints the words 'Hello, World!' to the screen.