The header files, library files and documentation should be in the Microsoft Windows Driver Kit (WDK). These should work without problems when using the Microsoft compiler.

If you are using the MingW compiler you will probably have issues with the headers using things not present in MingW. You should be able to use the library if you can get past any header issues.

The functions in the WinUSB library are like all the Windows API: they are accessible from C++.

I cannot help with actually using the WinUSB library. From what I gather it is not for the faint hearted, which I why I suggested libusb.