If you need to get just the data (as opposed to do trading via the API): getting data is easy, since it is just a HTTP request. You get a string as response, which is formatted in JSON format. You can try out retrieving data from the API just with the "wget" command of unix. JSON format is human readable.
Not sure if C++ is the most clever choice, since there aren't so much easy to use libraries for doing this kind of stuff (i.e. pulling some web page via HTTPS and parsing a JSON string). Chances are that you'll end up writing hundreds of LOC for things you can do in other languages with just 10 lines of code. If you're familiar with C++, maybe you should consider to learn a bit Java, since Java is also a compiled and statically typed OO language, but offers an abundance of ready-to use libraries and tutorials. (Unless of course you have other reasons for using C++ beyond just familiarity)