Install Cocos (without the framework) and cocos2d-x separately. Cocos2d-x works fine independently - I can create C++ (as well as Lua and JavaScript) projects just fine and build the C++ projects in Visual Studio 2015. Cocos Studio, unfortunately doesn't recognize that cocos2d-x is installed and won't let me create C++ projects that I can export and use in my game written in C++.

In Cocos Studio, I get the error: Cocos Framework is not installed

Read [Solved] Cocos Studio: 'Cocos Framework is not installed' Error; it describes the issue in detail, gives you 2 separate solutions.