Include windows.hand add this code to the start of your program (within main()) to get the virtual terminal codes to work in CMD.EXE:
HANDLE hOut = GetStdHandle(STD_OUTPUT_HANDLE);
DWORD dwMode = 0;
GetConsoleMode(hOut, &dwMode);
dwMode |= ENABLE_VIRTUAL_TERMINAL_PROCESSING;
SetConsoleMode(hOut, dwMode);