Visual C++ is an Integrated Development Environment (IDE) from Microsoft to program in C++. C++ is a programming language. There are many alternatives to Visual C++ as an IDE (and compiler). Visual C++ uses the microsoft compiler (MSVC for short). As of version 2010, the Microsoft compiler is pretty much a standard-compliant C++ compiler (I couldn't say as much of earlier versions), it does include some Microsoft-specific extensions, but I don't think they should be a concern to you at this point. The most notable alternative compilers are: GCC (GNU Compiler Collection) which is free and very standard compliant (with a few extensions as well); ICC (Intel Compiler Collection) which is expensive (few thousand dollars) but highly optimized; Comeau which is not free but cheap and it is the only compiler that is entirely and strictly compliant to the C++ standard (and it is mostly used to test if code is standard, not really for production code).
An IDE is essentially a glorified text editor for coding (and many programmers just use a text editor for coding, not a full-blown IDE). Alternative options include: Code.Blocks (free); Eclipse C++ (free); Visual Studio (not free, from Microsoft, is basically an enhanced version of Visual C++, the Express edition is free, with reduced capabilities); Qt Creator (free); and KDevelop (linux-only). Just to name a few. There are plenty of threads here and elsewhere that discuss the best choices.