Before the return statement in you main, insert this code:
system("pause");
This will hold the console until you hit a key.
#include<iostream>
#include<string>
using namespace std;
int main()
{
string s;
cout << "Please enter your first name followed by a newline\n";
cin >> s;
cout << "Hello, " << s << '\n';
system("pause");
return 0; // this return statement isn't necessary
}