I would suggest looking around and using what you like. I'll list some libraries that are commonly used by game developers writing 2D games in C++. I'll try my best to sound unbiased.
Low-level library (easiest to understand for beginners) with basic image-blitting.
High-level library with networking, sound output, & complex shape/sprite actions.
Haaf's Game Engine
High-level library with basic sprite actions & sound output (meant for beginners).
Since you're just starting, I'd suggest SDL. It's good for the first game or two. Once you're more comfortable with the language, you could try other things.
LazyFoo's tutorials are great SDL tutorials for people who are still learning C++.