Running compiled c++ source code in Cygwin

[Marek Capek]

Hello,
I have compiled the file step-1.cc under cygwin without any error messages. Now I have problem to run step-1.exe, even though it is created. When I type wrong path to the executable It gives me bash:command not found. If the path is (according to me) correct, then command line prints newline and empty command line again encounters. It behaves like the program has done nothing, but he should have.
I have also tried simple HelloWorld.cc, resp HelloWorld.exe and it works. Where could be the cause of error? I am newbie to Cygwin and i need to make some computations on windows machine.
Please help me.
Thank
M