I have searched a lot, all I found is a \"mysql++\" but I don\'t know how to install it.
I don\'t have knowledge about libraries in C++!
You need to compile the library for your platform. Visual Studio can be used for Windows. The official web page of mysql++ has a few FAQs.
Once you have the library compiled, you can go through the tutorials from the manual.
Do you already have a running database to access? If so, then mysql++ is straightforward. There's nothing to install; just include the libraries and headers like any other code. There is a simple example here:
http://tangentsoft.net/mysql++/doc/html/userman/tutorial.html#simple
Searching google for "c++ mysql tutorial" brings back the following
Developing Database Applications Using MySQL Connector/C++
and A Tiny MySQL++ Tutorial; C++ and MySQL; MySQL++ Example
Which in turn links to... Installing MySQL++; How to install MySQL++ on Linux-CentOS
And looking through the first article I found this Installing MySQL Connector/C++ from Source
They all seem straight forward enough. Although installation processes vary slightly dependant on your operating system.