C++ is part of Visual Studio.NET
but
You can get a C++ compiler from other places, because to use C++ you need a C++ compiler:
GCC free, stand alone, from the net
Platform SDK, incluseds C++ compiler (IIRC), free from Microsoft (but it's damn big)
The free version of the C++ compiler from microsoft, this is the same C++ compiler/optimiser as the one in Visual Studio.NET Visual C++ toolkit
But, if you have the Visual Studio.NET just install it, and choose only to install the C/C++ related options, it's probably the best for a beginer