http://www.agner.org/random/randomc.zip
download that zip of .cpp files
File list
randomc.h
C++ header file containing class definitions.
You must #include this in all C++ files that use this library.
mersenne.cpp
Random number generator of type Mersenne twister.
ranrotb.cpp
Random number generator of type RANROT-B.
ranrotw.cpp
Random number generator of type RANROT-W.
mother.cpp
Random number generator of type Mother-of-all (multiply with carry).
rancombi.cpp
Template class for combining any two of these random number generators.
ex-ran.cpp
Example showing how to use these random number generators.
That should help alot in understanding the generators. Be aware that not all generators work with all platforms as c++ is multiplatform the generators will behave differently depending on those conditions.
If you do a google on the generator names you should find which are platform specific.
RANROT-W will work for windows as a starter though. Have fun learning ! :D