C++ is not a program you can download. C++ is a programming language. The language is defined on a paper document.
You write programs in the C++ language; plain text files.
You then pass these plain text files to a special program called a C++ compiler. The C++ compiler will take in these txt files you wrote, and will give back to you the working program, ready to run on your PC.
If you want to write programs in C++, you will need to get a C++ compiler. Some C++ compilers come with something called an IDE. An IDE is a program that makes it easier for you to write the text files and to use the compiler.