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Visual C++ is the name of a C++ compiler with an integrated environment from Microsoft. It includes special tools that simplify the development of large applications as well as specific libraries that improve productivity.
Microsoft Visual C++ 2005 provides a powerful and flexible development environment for creating Microsoft Windows–based and Microsoft .NET–based applications. It can be used as an integrated development system, or as a set of individual tools.
This includes the industry-standard Active Template Library (ATL), the Microsoft Foundation Class (MFC) libraries, and standard libraries such as the Standard C++ Library, and the C RunTime Library (CRT), which has been extended to provide security enhanced alternatives to functions known to pose security issues. A new library, the C++ Support Library, is designed to simplify programs that target the CLR.
To begin to understand how to use Visual C++, you must first be familiar with using C or C++ in a text-based environment. If you're not, I suggest first picking up a good introductory book on programming in C++ at Barnes and Noble.