Firstly, a game like KI is complicated. Using C++ does not make creating a game like KI easier, in fact it's much harder than using Flash. I wouldn't advise someone who hasn't programmed before trying to use C++ to make this sort of game (you will almost certainly fail). That being said I wish you luck, but this forum would not be the place to seek help in making it.
C++ is a lanaguage in it's own right (and would take time to learn). Microsoft Visual C++ is a software program which allows you to program in C+. If you wish to download Microsoft Visual C++ you can at their website, the express editions require only you to register for free. As far as I'm aware it's only for Windows operating systems, downloads at http://www.microsoft.com/visualstudio/eng/downloads , I personally use the Visual C++ 2010 Express edition.