Xeus-Cling is your best bet as of this writing. Xeus is an implementation of the Jupyter protocol written in C++ for writing kernels. Xeus-Cling is a particular kernel, using Cling as an interpreter.
// in [1]
#include <iostream>
// in [2]
int square(int x) {return x*x;}
// in [3]
%%executable square.x -g
std::cout << square(4) <<std::endl;
// in [4]
!./square.x
Here %%executable square.x -g is a command to the linker on where to write an executable and -g is an option to enable debug information. ! tells it your passing a command, here ./ (./ aka source), which is how you would manually execute a program
If you are using linux it may be worth learning GDB as well to learn c++ debugging. That will require learning some basic x86 assembly. If you really want to dive into your executables (or perhaps someone elses) you can use Ghidra. You can learn these things via Computer Systems: A Programmer's Perspective. You can find classes online using the book, Harvard CS61, Carnegie Melon 15-213/15-513.
I would recommend learning these extra steps. The strength of systems languages is for low level systems programming and applications that need a high level of control and speed. So think physics engines, game engines, operating systems, embedded applications. It is not simply writing code, or even just knowing algorithms, it does require knowing what is going on underneath the hood. Otherwise its better to just stick with interpreted languages.
developer writeup for zeus, docs readthedocs, git github.