I wish the documentation was more clear about that, too, techx. I think a lot of C++ programmers would be attracted to this if they only knew it was C++!
Yes, you must provide a loop() and setup() function (and you can't provide a main()). But beyond that, you can do almost anything C++ you want. Make any functions, classes, create objects, call runtime library functions, etc. etc. Try it! It's all good! 
Mikal