I have installed Eclipse CDT and CDT Visual C++ Support (from the Yoxos Marketplace).
This lets me compiled and run a C++ application, however, I cannot debug it.
Please follow this https://bugs.eclipse.org/bugs/show_bug.cgi?id=162108
Summary: As of the last comment (Doug Schaefer 2012-03-13 10:49:27 EDT) in this bug it seems there are plans to integrate this but it is not yet working.