Nish is starting to use WPF with C++.
He posts about using C++ and XamlReader.Load together.
There are 3 main ways that an application can use XAML. Nish referred to one of them (code + compiled markup) and shows off another (code + markup using XamlReader at runtime).
See 3 Coding Styles of an Avalon Application (note, some syntax may have changed...)