I love GCC with a passion, but newbies might find it difficult to get the concept of compiling then linking the files...
When GCC compiles, if you have more than one file, it doesn't make them into an executable. You typically end up with a .o file which you have to use a linker to link into an executable...
I'd suggest if you're on Win32 just stick to DevC++ (which has an IDE + linker) or LCC (IDE + linker). If you want to use the console, stick to DGJPP (the DOS port of GCC which has an IDE + linker built right in
).