Error: Environment is not selected

Hi,
     I'm a newbie to programming in C++ so I apologize if my questions are too amateur.

    I just recently installed CLion on my Windows 7 machine and if I just attempt to run the Hello World example at the start of a new project, I get an error at the bottom saying Enviorment is not selected. My workplace just got CLion installed and I was able to just build and run the initial Hello World script very easily but since my work place uses Macs, I'm assuming it's something that I need to set/install on my Windows machine. Could anyone give me some advice on solving this problem ?

Thank you very much for any assistance rendered.