Vào Tools/ Build System/ New Build System…
file contents are as follows:

{
	"cmd": ["g++ -Wall ${file} -o ${file_base_name} && ./${file_base_name}"],
	"file_regex": "^[ ]*File "(...*?)", line ([0-9]*)",
	"working_dir": "${file_path}",
	"shell": true
}

Then save it as you want namefile.sublime-build. VD myC++.sublime-build
restart Sublime Text. Go to Tools / Build System select MYC ++.
Press Ctrl + Shift + B to run.

However when the data entry command: scanf(), cin, shall not be imported, if you have a solution, you are welcome to share!