Need help from C++ with calculator

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#include<iostream>
#include<conio.h>
#include<process.h>
using namespace std;

int main()
{
  char exit;
  float a,b,result;
  int s1,s2,s3,s4,s5;
  do {
    cout<<"========== WELCOME TO MY CALCULATOR ==========\n1.Arithmetic operations\n2.Trigonometric Functions\n3.Logarithmic Functions\n4.Power Functions\n5.Exit\n";
    cin>>s1;

    switch (s1) {
    case 1:
      cout<<"1.Addition"<<endl;
      cout<<"2.Substraction"<<endl;
      cout<<"3.Multiplication"<<endl;
      cout<<"4.Division"<<endl;
      cout<<"Choose operator by number:";
      cin>>s2;
      switch (s2) {

      case 1:
        cout<<"Enter first value: ";
        cin>>a;
        cout<<"Enter second value: ";
        cin>>b;
        result=a+b;
        cout<<"Your result is: "<<result<<endl;
        break;

      case 2:
        cout<<"Enter first value: ";
        cin>>a;
        cout<<"Enter second value: ";
        cin>>b;
        result=a-b;
        cout<<"Your result is: "<<result;
        break;

      case 3:
        cout<<"Enter first value: ";
        cin>>a;
        cout<<"Enter second value: ";
        cin>>b;
        result=a*b;
        cout<<"Your result is: "<<result;
        break;

      case 4:cout<<"Enter first value: ";
        cin>>a;
        cout<<"Enter second value: ";
        cin>>b;
        result=a/b;
        cout<<"Your result is: "<<result;
        break;
      }
      break;

    case 2:
      cout<<"1.Sin function"<<endl;
      cout<<"2.Cos function"<<endl;
      cout<<"3.Tan function"<<endl;
      cout<<"Choose operator by number:"<<endl;
      cin>>s3;
      switch (s3) {

      case 1:
        cout<<"Enter a number: ";
        cin>>a;
        result=(sin(a));
        cout<<"Your result is: "<<result<<endl;
        break;

      case 2:
        cout<<"Enter a number: ";
        cin>>a;
        result=(cos(a));
        cout<<"Your result is: "<<result<<endl;
        break;

      case 3:
        cout<<"Enter a number: ";
        cin>>a;
        result=(tan(a));
        cout<<"Your result is: "<<result<<endl;
        break;
      }
      break;

    case 3:
      cout<<"1.Natural log"<<endl;
      cout<<"2.Log with base 10 "<<endl;
      cout<<"Choose operator by number:"<<endl;
      cin>>s4;
      switch (s4) {

      case 1:
        cout<<"Enter a number: ";
        cin>>a;
        result=(log(a));
        cout<<"Your result is: "<<result<<endl;
        break;

      case 2:
        cout<<"Enter a number: ";
        cin>>a;
        result=(log10(a));
        cout<<"Your result is: "<<result<<endl;
        break;
      }
      break;

    case 4:
      cout<<"1.Power"<<endl;
      cout<<"2.Square root"<<endl;
      cout<<"Choose operator by number:"<<endl;
      cin>>s5;
      switch (s5) {

      case 1:
        cout<<"Enter first value: ";
        cin>>a;
        cout<<"Enter second value: ";
        cin>>b;
        result=pow(a,b);
        cout<<"Your result is: "<<result<<endl;
        break;

      case 2:
        cout<<"Enter a number: ";
        cin>>a;
        result=sqrt(a);
        cout<<"Your result is: "<<result<<endl;
        break;
      }
      break;

    case 5:{
      cout<< "Are you sure you want to leave this program? Press Y to stay or else press any key to leave " << endl;
      break;
      }
      break;
    }
    cout<< "Press Y to continue or else press any key to leave program:";
    cin>>a;
  }while (exit == 'y');
}

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As already mentioned you have to initialise exit with a value.

But you never set the variable elsewhere in your code. Instead, you are reading user input at the end of the wile loop into the a variable. So you have to change that too:

char exit = 'y';

// ...

    case 5: //{
        // This is useless here because you will print a similar message below.
        //cout<< "Are you sure you want to leave this program? Press Y to stay or else press any key to leave " << endl;
        //break;
        //}
        break;
    }
    cout<< "Press Y to continue or else press any key to leave program:";
    // You have to assign the input to exit here instead:
    //cin>>a;
    cin >> exit;
}
// The user might also enter an uppercase 'Y'!
while (exit == 'y' || exit == 'Y');

Finally you should rename that variable because there is a C/C++ standard library function with the same name. It is not an error to use a variable with the same name as an existing function. But it is bad style and may lead to unreckoned behaviour when forgetting the parentheses when the function should be called.