The managed code tools are mainly written for managed languages and in managed languages there is no header file so everything is in the source file. To port it to C++ it would be easier to just change file extension than to write the code to split generated code into header files and source files
Try the Edit.FormatDocument command (default shortcut CTRL + K, CTRL + D). The modification is limited by the settings specified on the Formatting pane of the C++ language in the Text Editor section of the Options dialog box. You can also use Edit.FormatSelection
(ALT + F8 CTRL + K, CTRL + F) after selecting what you want to format. ActiveDocument.Selection.SmartFormat may work too, but I don't know its shortcut. You can create a macro/addin to call it.
There are other tools that can provides better control in formating the current file and some can be even used as external tools or add-ins in Visual Studio. Search "code beautifier visual C++" or "code formatting visual C++" in your favorite search engine to find them.