How to write GUIs in c++?

Free Cross-platform GUI Frameworks
The GUI Toolkit, Framework Page

Pick your poison. Others will post here with favorites.

Why poison?

Should i build interfaces in other apps?

Is it hard to build GUIs in c++?

It is just an idiom. See here. In this context, it means that you should take a look at the lists I gave you and choose the one you think best fits your needs.

GUI building always requires you to think about what you are doing and how the user expects to interact with your application. Some toolkits make implementing your design easier than others. Some even come with GUI builders or form designers.

Difficulty does not correlate to language (well, usually).