You can compile Matlab scripts into standalone executables, but I'm not familiar with a Matlab tool to convert Matlab code to Visual C++ code. You can convert Matlab code to C or C++ using Simulink Coder (formerly Real-Time Workshop), which is available from Mathworks as a separate product.
To run the standalone executable, the user will have to install the Matlab Compiler Runtime. From the Matlab Compiler web page:
Executables and libraries created with the MATLAB Compiler product use a runtime engine called the MATLAB Compiler Runtime (MCR). The MCR is provided with MATLAB Compiler for distribution with your application and can be deployed royalty-free.