With witch programm will I do some video games

Answer 1

You could do it with any but depends on the game you wanna make

Answer 2

On what platform?

Answer 3

C++ is used to build a lot of AAA games, or at least to build the engines for them. I believe Microsoft used C++ for their titles.

Edit: For an indie dev, you're best off learning C# and using a prebuilt engine like Unity, there are literally thousands of videos online that can help you with both the language and the software.