Simply type into vim:
:wq
then, on your command line, invoke the compiler which isn't vim but g++ or clang++ or something like:
g++ -o myCode myCode.cpp
EDIT: All you down voters please read section 21 of the vim user's manual by the man himself Bram Moolenaar entitled: "Go away and come back". :help user-manual will get you there. Where he basically says it's cool to either compile in vim OR save and exit, compile, and then come back. By the title of the section I presume Bram prefers the later. He most certainly has crafted vim to handle the later in a most excellent manner. When I "come back" to any file: the cursor is at the same row and column, I can undo and redo as before, and all my history, searches, registers, and everything is exactly as I left it. I basically can't see any difference from when I went away!
RE-EDIT: to all you down voters again - peeps use vim in so many different ways for so many different reasons. I do so much at the shell level all the time that it would be painfully idiotic to remain continuously in vim. You down voters obviously work in completely different situations where you are good to stay inside the editor. Please stop thinking all peeps work the same way as you do.
