As Richard notes, there's no GUI for the console. However there are a number of TUI libraries out there that may help with things like dialogs, pull-down menus, etc, like this one: GitHub - magiblot/tvision: A modern port of Turbo Vision 2.0, the classical framework for text-based user interfaces. Now cross-platform and with Unicode support.
Disclaimer: I have not tried this - or any TUI library for Windows - so I can't comment on how useful it might be. But the one listed here is a port of the well regarded Borland TurboVision. Seeing as its cross platform, it might be worth investigating. If not, maybe a google search for "Windows TUI C++ library" might produce something more to your liking.