Forms are part of the .NET framework. That's not available to Standard C++ code. You need to use "Managed C++", and for that you need to create your project using one of the CLR templates under the C++ subtree. If you want a real console window, but maybe also want to create forms, use CLR Console Project. For a GUI application with everything in forms, use CLR Blank Project and then add forms.
Sounds easy, but MS doesn't make it so. There's not a lot of how-to-make-it for Managed C++ Forms, and you'll probably get your most useful information googling outside of MSDN.
If you want to develop forms applications under Windows, the languages to use are C# or VB. C# is my recommendation, as it is the only language designed from the ground up as a .NET language.