Of course, there's a 32-bits DOS Extender under the hood, but anyways!
That were made possible thanks to the heroic Deloire DJGPP project.
That's an incredible achievement constrained by DOS limitations.
Naturally there are not threads under DOS, please!
But it allows you to have a great start in C++11.
Nowadays, having a virtualized DOS is easy. You can use VirtualBox, VirtualPC, and so on... The list is quite extensive. And in face of actual powerful machines and sophisticated Operating Systems the requirements to a virtual DOS are trivially fulfilled! Booting a virtual DOS is ridiculously fast. Aside from obvious restrictions from DOS (as for lack of threads), the only slightly strange is that the generated executables are excessive large (as if many libraries were statically linked in), over 1Mb, even for the insidious "Hello, world!" minimal program. But never mind, if you follow the proper steps you can live with it and compilation times aren't that bad (for a DOS).
In order to get DJGPP, the recommended approach is to visit:
http://www.delorie.com/djgpp/zip-picker.html
I think it's best not to download too much stuff, so I stuck to the minimals as seen on the above image. Once the choices are made, just click the "Tell me which files I need" and follow the instructions. By the way, there's nothing hard about the instructions. Just note that you should use the default directory C:\DJGPP, the provided unzip32 and do a couple of very simple environment variable settings (one for DJGPP and other to your PATH).
By the way, note that differently from when under a Linux or UNIX platform, the C++ compiler executable is called gpp and not usual g++ as this last one amounts to an invalid file name under wonderful DOS world.
NOTE
In addition to DOS, as long as you stick to a 32-bits world, even those provided by Windows XP and Windows 7 (32-bits), you can still you the same approach depicted above, though you should select a closer match on the drop-down list-box which operating system you'll be using. You should select Windows 2000/XP. You should get a slightly different set of files, but not that much. I know that by doing this you'll even get GCC 5.3.0 (by the time of this writing).