C and C++ take the position that you, the programmer, know when you are done with memory you have allocated. This avoids the need for the language runtime to know much of anything about what has been allocated, and the associated tasks (reference counting, garbage collection, etc.) needed to "clean up" when necessary.
At the crux is the idea that: if you allocate it, you must free it. (malloc/free, new/delete)
There are several methods of helping manage this so that you don't have to explicitly remember. RAII and the smart pointer implementations that provide containers that do it is extremely useful and powerful for managing memory based on object creation and destruction. They will save you hours of time.