It can -> Use the Windows API to create/manipulate forms.
CreateWindow function (Windows)
and the rest.
But it's not designed into the 'core' of the language [1) that would make it less universal to other operating systems 2) more code to manage/update for the creator of C++ - he doesn't like that at all].
I recommend you try C#, unless you have solid reasons for using C++. By the time you learn to program well in C# and the (many) concepts of game hacking, you'll be ready to switch to C++, and have valid reasons for doing so.