I see your .cpp file is on the desktop. Open Finder, then browse to Applications -> Utilities, and open Terminal.
Type this exactly:
Code:
cd ~/Desktop/
g++ -o newpj newpj.cpp
./newpj
TextWrangler is not a C++ compiler, and doesn't integrate with the compiler. You can edit your files with TextWrangler, but you need to compile them by hand through the terminal using the command "g++".