@noatom: Thank you for you comment, i know that unity is using C#, but that should be no problem. I learn programming language by doing some stuff, and look at some examples, that is the reason why i like samples and tutorials. :D.
Yesterday i have learned what headers are, and i was able to test some stuff.
But now i am confronted with another problem. I am using Visual Studio and the intellisense is very very slow 
and sometimes it didnt work, what can i do to fix that?
The Monodevelop(Programming Editor) from unity when using monobehaviour is very fast i only need to press the first letters of the command and press return and get the complete command, does this works with C++ Unreal Engine ? 
Thank you all again. 