How to install g++ compiler?

I have tried the following:

sudo apt-get install build-essential 
Reading package lists... Done
Building dependency tree       
Reading state information... Done
build-essential is already the newest version.
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.

But when I compile the terminal shows the following:

g++ hello.cpp -o hello
The program 'g++' can be found in the following packages:
 * g++
 * pentium-builder
Try: sudo apt-get install <selected package>

What should I do?

The answer is in your question:

Try: sudo apt-get install <selected package>

In your case:

sudo apt-get install g++