@ShyaamJadhav Take a look at general C++ tutorials first (just google, a sea of information o be found there), how compiling and linking against libraries work, etc.
After that, I have to say cocos2d-x 3.0 (rc0 and rc1) are really easy to set up. You just have to download some additional stuff for yourself depending on what you want to build for (for example, the Android SDK), and then there's a simple python script in the main cocos2d folder that sets everything required up for you. From that point on you can use cocos console to easily create new projects.
For example, cocos new myprojectname com.mycompany.mypackagename -l cpp.
Compiling and building for different platforms is very awesome as well.