So there isn't any official C++ documentation and example code bits. You won't have tooling like AppUtil which are libraries added into the dotNET and Java tool kits.
That being said, myself and others have done the work with gSOAP to create C++ libraries. There are some community posts here in the forums that go over issues and some sample starting scripts. There is also a wrapper library someone wrote for the VMware SDK (not sure how well supported/maintained it is).
I'm not at home today, but I'll try to swing back and post some make files I created on Linux & OSX for creating static and dynamic libraries of the VI SDK with gSOAP (can just link to them in your programs). The gSOAP compiler will actually create pretty large libraries (~65MB after removing symbols -- VMware SDK is pretty large). So I generally like to dynamically link them.
I don't have any Windows work to assist you with, as I generally don't develop in MS tools. But gSOAP is supported on Windows and there really isn't anything besides creating the libraries that needs to be done or unique to Windows.
Just adding to the above, this is a better link to refer
It is the link by the same author, but will additional projects. There is a project for Windows which has complied gsoap headers(https://github.com/bfzhao/Native-vShpere). It is a great project and it mostly works as expected.
Biggest drawback in using this project is you cannot use code developed with this project commercially without purchasing a license for gSoap.