You mention your language (C++) and platform (Windows), but there are frameworks available for writing a Windows C++ application: Qt, MFC, C++Builder... Additionally, C and C++ can interface with just about anything. So your decision for which plotting library to use will depend on what framework you're using for your UI and on what kind of external interfaces or dependencies you're willing to introduce:
- If you're using Qt, you should use Qwt, as Stefan Monov said.
- If you're using C++Builder, you should try TeeChart or TMS Advanced Charts.
- For wxWidgets, try wxMathPlot or wxArt2D, recommended by Eugen Constantin Dinca's answer and Parsa Jamshidi's answer.
- If you don't mind calling an external program to do your plotting, then Gnuplot is a popular and powerful solution. C and C++ libraries exist to simplify calling Gnuplot.
- If you're willing to embed Python, then Matplotlib is very popular, and Python could simplify the development of some of your charts.
- For an atypical solution, you could have your C++ library generate a jqPlot web page then point an embedded web browser at it.
- For a framework-independent C or C++ library with no external dependencies, the most promising solution I've found is PLplot, although I haven't yet had a chance to use it.
