Usually, the C++ compiler provides you with an option to see the preprocessed source.
With GCC, as was commented, you use:
g++ -E ...other options... files
On some systems, especially Unix systems, there may be a separate 'cpp' program. On MacOS X it installed as /usr/bin/cpp and is part of the GCC (GNU Compiler Collection).
Sometimes, it is installed in more out of the way places - on Solaris 10, it is /usr/lib/cpp, for example.