actually you don't need any new library for that. Windows API (Application Programming Interface) is enough. You just need to use GDI related classes for that or you mighyt want to use DirectDraw if GDI is not fast enough for your purposes.
Windows GDI functions such as LineTo, PolylineTo, Polyline, MoveToEx, etc.
These functions are also wrapped with exactly the same names (LineTo, etc.) as "properties" of MFC's CDC class.
Use MSDN Library to guide you, google might also helps