Build & Run C++ in New iTerm Window - Sublime Text

Open iTerm: cp iTermLauncher /usr/local/bin/iTermLauncher
Open Sublime & install Package Control (if you haven't already), then install PackageResourceViewer plugin.
Open the Command Palette (Under Tools tab), type prv to bring up the PackageResourceViewer options, select Open Resource, then navigate down to C++ and select the C++ Single File.sublime-build option. Replace all the contents with given .sublime-build file, save it, and you should be all set.
Open C++ file, press ⌘ + Shift+ B and select suitable option.

For bits/stdc++.h

Run $ echo "" | gcc -xc - -v -E to find header file search locations.
Go to run of the directories, $ mkdir bits
Copy https://github.com/gcc-mirror/gcc/blob/master/libstdc%2B%2B-v3/include/precompiled/stdc%2B%2B.h to bits.