How do I make my program watch for file modification in C++?

If you don't need to be platform-independent, an approach on Linux that may be less of a machine load than "polling" (checking periodically) is inotify, see http://en.wikipedia.org/wiki/Inotify and the many links from it for example. For Windows, see http://msdn.microsoft.com/en-us/library/aa365261(VS.85).aspx .

Sure, just like VC++ does. You get the last modified time when you open the file, and you periodically check it while you have the file open. If last_mod_time > saved_mod_time, it happened.

There are several ways to do this depending on the platform. I would choose from the following choices:

Cross Platform

Trolltech's Qt has an object called QFileSystemWatcher which allows you to monitor files and directories. I'm sure there are other cross platform frameworks that give you this sort of capability too, but this one works fairly well in my experience.

Windows (Win32)

There is a Win32 api called FindFirstChangeNotification which does the job. There is a nice article which a small wrapper class for the api called How to get a notification if change occurs in a specified directory which will get you started.

Windows (.NET Framework)

If you are ok using C++/CLI with the .NET Framework then System.IO.FileSystemWatcher is your class of choice. Microsoft has a nice article on how to monitor file system changes using this class.

OS X

The FSEvents API is new for OS X 10.5 and very full-featured.

Linux

Use inotify as Alex mentioned in his answer.

SimpleFileWatcher might be what you are looking for. But of course it is an external dependency - maybe that is no option for you.