I've been using visual studio since the early 90s and it used to be able to do this. You had to turn on the BSC option in your C++ compile and then you got a nice fast class hierarchy that looked similar to a folder hierarchy in file explorer. Quick and simple. I remember object orientated programming becoming absolutely second nature in that environment.
Then Microsoft introduced .net and C++ has felt like a second class citizen in visual studio ever since. Many times I've been deep in call hierarchies ever since and that easy OOP experience that I used to have is never quite there. I do jump between many more huge projects these days.
Like the OP, as soon as I was in an Eclipse environment, I thought - there it is! A nice class hierarchy viewer. If you have never lived with this, maybe you don't know what's missing as I suspect a lot of the replies indicate.