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I'd like to use ZODB directly from C++ and don't want to write Python code for that. Have you had any experience doing so? If I were to use C++ for GUI and quering/writing data from/to ZODB, how the design should be?

A: 

seems like you have 2 choices

a) work out how to call ZODB python module from c++

google shows boost has a library, and I am sure python.org will tell you too

b) work out the file format and write the equivalent code in c++

Probably not impossible for reading, harder for writing. However you will eventually end up with the impedance mismatch of python->dynamic, c++->static

I dont know ZODB but I will guess it is tightly matched to the dynamic nature of python's objects and so having a general purpose equivalent for c++ wont work. You would be able to create a particular object schema implementation though. I mean you could have a zodb with Customer, Order, Product and you can create a layer that maps the ZODB data to equivalent C++ objects

pm100