Sublime Text 3 has a default build system in the
C++ package called
C++ Single File that contains a variant named
Run that will first compile your program and then run it for you if the compilation is successful. Despite the name, it works for C programs as well (that's probably what is throwing you off here).
You can manually select it from the
Tools > Build System menu, or select
Automatic from that menu and it will be selected for you whenever you're working with a C/C++ file.
As the name suggests, it will only work for you if you're working on a program wholly contained in a single source file. If you're working on something more complicated than that you will need something else. In such a case it's better to use a dedicated external build system (e.g.
make) and then interface to it from within Sublime (which also supports
make by default as well).