Help with running a sketch on raspberry pi

I have successfully used Blynk on arduino and esp8266, but for those I can use the Arduin IDE to program the MCUs. I’m fairly new to Raspberry Pi and Linux. i am running raspbian on my Pi, I have managed to install the blynk libraries, and can successfully start Blynk and connect to it from my phone, and I understand how to directly control the GPIO pins from the Blynk app. But, how do I convert a c++ code into something the Pi can run, and where would I put the file.

I have copied a sketch using the sketch builder tool into notepad++, this gives me a file_name.h file. I understand that I may need to compile this file and that I can use the command g++ file_name.h, but I think I need to do this from within a place where BlinkApiLinux.h file lives, as I get an error when compiling that there is no such file or directory.