if you know c++ very well the transition will not be so hard.....and however you can write your game directly in c++ & opengl or with a framework in c++ like cocos2d-x
cocos2d-x - News - cocos2d-x.org
That is the port in C++ of cocod2d-iphone that is a 2d framework in objective-c
cocos2d for iPhone
you can find some tutorial on it using google.
ps: to reply your question, creating a new project will create the necessary files to have an hello world.