You will need to download the thirdparty package from the downloads section here. (look under “Panda3D Source, Piecewise: 2 of 3
Third-party Tools (Windows)”) It will contain the thirdparty directory with the win-libs-vc8 libs. Yes, the manual page is outdated and it talks about vc7, sorry about that.
Manual is here, and c++ stuff is scattered over it, though its not much.
panda3d.org/manual/index.php/Main_page
You might want to look at the Roaming Ralph in c++ sample as well:
discourse.panda3d.org/viewtopic.php?t=3433