Error C1083 Cannot open source file: 'ConsoleApplication2.cpp': No such file or directory

I have just started learning basic C++, and I receive this error when pressing control-f5 to build my program:

Here is my code:

    #include <iostream>

int main()
{
    std::cout << "Hello World!" << std::endl;
    return 0;
}

This is my error:

Error C1083 Cannot open source file: 'ConsoleApplication2.cpp': No such file or directory

Also, how do I rename the file from "Consoleapplication2.cpp" to "Hello.cpp"? When i clicked create new project, there was no option