SqlDependency is a .Net class rather than any particular language construct. So it can be used for any language that can use .Net classes, it's particularly easy for the languages that compile into MSIL such as C#, VB.Net etc.
C++ isn't so lucky here.
However SqlDependency is based on SQL Server features; polling in earlier version, and service broker later on. There is nothing to stop you putting a trigger on the table, and use the same SQL features to get query notifications in C++.
Basically you can do it yourself, or find a library that does it for you. .Net developers are spoilt and more productive because of the library they use.