Learning is hard only if one lacks ability to read and think ...
This site has tutorials and reference documentation. http://en.cppreference.com/ has reference documentation in different format.
"Download" as in what programs? Just a C++ compiler for a start; (almost) every platform has a text editor of some kind. Compiler includes Standard Library.
GCC (GNU Compiler Collection) you can get to most platforms; there are many versions for Windows alone. Practically every Linux distribution has GCC in their base repository and since Windows 10 now offers (beta) support for Ubuntu Linux packages, one more GCC is available in Windows.
Code::Blocks is an IDE; not a compiler. It does use some compiler.