2 problems
One, You should put this code at the VERY TOP of each program so it imports the BASIC windows things
[php]#include <windows.h>[/php]
Also, COUT is only used in CONSOLE applications, and what you have there is a FORM.
A console APP is like Command Prompt, in that you can input/output/prompt the user to get and process info. So, COUT just makes the 'command prompt' basically write something into the field, and nothing more. What you're trying to do is do the same thing in a form, and the compiler is getting confused, since it has nowhere to print the information, since there isn't a console.
Instead of that, write:
[php]ShowMessage("Hello, MPGH!");[/php]
I am also a Borland user, I use Borland C++ 2007 Pro
If you want to make a CONSOLE application just as the tutorial said, go to File>>New>>Other and then select C++ Builder Projects in the tree view on the left, then select CONSOLE APPLICATION.