I want to know about C++

I want to create a windows application shall i use C++

If that is a language you are proficient in, or wish to learn, then yes.

Does this have anything to do with Arduino?

mdsaiful: I want to create a windows application shall i use C++

A strange question to ask on the Arduino Forum.

You can certainly write Windows applications using C++. There are also many alternatives that may be easier to use.

...R