Truthfully, my best advice to you is not make performance your #1 priority for every application.
Professional programmers, (and sometimes software engineers) will use the right tool for the job. That's what programming languages are, tools with which to solve problems. Native C++ (the ISO kind, not C++/CLI) is often used in performance-critical applications, and also is somewhat vendor independent. Many computer games are written with C++. Now having said that, it does have it's limitations, such as not having a standard way to create a Graphical User Interface. To create a GUI with native C++ will be different for Windows and for Linux. If you want to know more about C++ you can read the FAQ on Bjarne Stroustrup's (the creator of C++) website.
While C++ can be used for just about everything under the sun, and I do recommend you learn it if you intend to be a software engineer/developer/programmer--I myself would opt to use the RIGHT tool for the job.
Automating HTTP stuff is a real pain with C++, but the beauty of the beast is that there are so many libraries to assist with doing things like that (it's quite commonly used) it's almost a guarantee to find a library for doing many things from a quick google search.
Now I'm done ranting, but I want to say it is of utmost performance that you learn more than one programming language. .NET languages (like C# and C++/CLI) are Microsoft dependent, but allow you to make a GUI with point + click. .NET also has other benefits.
The primary benefits you will gain from learning C++ (which is no trivial task) are, in my opinion, performance, access to the operating system's powerful API, a large community that uses C++, vendor independence (mostly), and I should probably mention the C++ STL.
Another thing to consider when deciding on a programming language: it should be around in 2 years time.
Don't quote me on this, but in 2 years programmers will be saying "what's visual basic?"
Now to answer your question, the difference between VC++ and C++, is Microsoft calls C++/CLI VC++, and C++ C++.
Oh and generally C++/CLI will run slightly slower, but it has more features like garbage collection, and avoiding memory fragmentation.