In visual c++, OpenGL can be used to play around with graphics. The detailed tutorial can be found at http://www.zeuscmd.com/tutorials/opengl/index.php (i went through many websites and i choose this since it is suitable for newbie).
If you donot want to use DirectX, you will use GDI+. DirectX is based on ActiveX. The graphics part of DirectX is DirectX Graphics. You can download DirectX SDK in MS site freely. By the way, DirectX Graphics is much faster than GDI+.