Cygwin error: system not declared in this scope?

I am currently experimenting with Cygwin, just started trying it today when I encountered this problem.

This is my MSVS 2010 C++ code for testing:

#include <iostream>
#include <cstdlib>
using namespace std;

int main() {
   cout << "Hello, world!" << endl;
   system("pause");
   return 0;
}

Compiling it and running it on Visual Studio itself runs just fine. However on the Cygwin bash, after inserting the following command:

 $ g++ -Wall -g -o Test.exe main.cpp

When I run the Test.exe, the console closes almost immediately and under the Hello World line, it says something like:

sh:pause: command not found.

It's bit hard to see since it closes so fast. Anybody knows why?

Not sure if this is related, but when the

#include <cstdlib> 

is excluded, the error on the cygwin bash will be:

$ g++ -Wall -g -o Test.exe main.cpp
main.cpp: In function `int main()':
main.cpp:10:18: error: `system' was not declared in this scope
system("pause");
                  ^

Is this the right way to solve the error? Documentation and tutorials on Cygwin is difficult to find, so I am not entirely sure if #include <cstdlib> is correct too.