you will need to learn SQL query language and, possibly ODBC functions. google for those keywords and you will get pleanty of help and some free c++ classes. This is no small feat -- there are entire books written on those two subjects. Definitely not for begining c and c++ students, you will need at least a fundamental understanding of those languages.
All the normal compilers will work with the SQL commands if you set up the path for header and library files and include the required header file in your prorgram. So you can continue using the compiler which you are using right now (cant say the same if you are using Turbo C).
You can search on google for [search]mysql and c++[/search].