i'm an idiot at C

So I picked up The Programming Language and I'm using Dev-C++ as my IDE.  I'm pretty sure I'm doing the Hello World program right but I've got a few questions.  The cmd window is only there for a split second and I don't actually get to see it say Hello World.  Is this supposed to happen?

>>10
#include <stdio.h>
main()
{
      printf("hello, world\n");
      system("pause")
}

Is that where I'm supposed to put it? It doesn't work.