C# is the premeir .net language for developing applications on the .net framework.
Native C++ is more cross platform and low level. It's used for writing applications for windows, mac, linux, embedded systems, etc.
C++.net is C++ adapted to the .net platform, and is primarily used for writing performance critical parts of an application (the rest of which is written in C#, VB.net, or something else as they integrate virtually seamlessly).
Visual C++ is microsoft's windows compiler for C++ that can be used to write native and C++.net applications.
Writing .net applications solely in C++ in much harder than writing them in C# as you have to deal with more low level issues. If you want to write .net applications, I recommend using C# and C++.net if you need it.