The answer from @DeeDee is more portable and only Ada and the preferable way to go, so my answer is just if you are looking for a "windows" way to do it.
I think there is a linker option for it, but I couldn't find it. A more manual way is to bind the system() command from C and give it a "pause" command and place it at the end of your program:
with Ada.Text_IO; use Ada.Text_IO;
with Interfaces.C.Strings;
procedure Main is
function System(Str : Interfaces.c.strings.chars_ptr) return Interfaces.C.int
with Import,
Convention => C,
External_Name => "system";
procedure Pause is
Command : Interfaces.c.Strings.chars_ptr
:= Interfaces.C.Strings.New_String("pause");
Result : Interfaces.C.int
:= System(Command);
begin
Interfaces.C.Strings.Free(Command);
end Pause;
begin
Put_Line("Hello World");
Pause;
end Main;
I know you mentioned seeing about pause already, but just wanted to show an example.