You should use braces instead of square brackets: int ARRAY[] = {3,1,4,1,5,9};.
The size of an array is fixed and cannot be changed. You can imitate this if you allocate the memory on the heap, create another array of an appropriate size and copy the necessary information, then call delete on the original one.
If you want more convenient ways to insert/remove data, condsider using a std::vector.