Here's a post that is a full list of the current Microsoft apps and add-ons: What are the Splunk apps and add-ons for Microsoft technologies, and what do I use them for?
No C++ SDK at present , but these might interest you :
Splunk Powershell Resource Kit : http://dev.splunk.com/view/splunk-powershell-resource-kit/SP-CAAADRU
Splunk C# SDK : http://dev.splunk.com/view/SP-CAAAEPK
If you want to access Splunk from a com C++ app, you should be able to do it via the Splunk REST API.
Intro REST API Tutorial: http://dev.splunk.com/view/SP-CAAADQT
While I see no com Splunk SDK at http://dev.splunk.com/view/sdks/SP-CAAADP7 , you should be able to use most any C++ REST client to interact with Splunk. Eg, http://blogs.msdn.com/b/vcblog/archive/2013/02/26/the-c-rest-sdk-quot-casablanca-quot.aspx .