Currently, the XmlRpc++ library by Chris Morley is the only public domain/LPGL XmlRpc implementation for C++ on Windows.
There are a couple of C++ implementations for Linux, either of which could be presumably easily ported to Windows, but the fact seems to be that no-one has yet done so and made it publicly available. Also, as eczamy says, "The XML-RPC specification is somewhat simple and it would not be difficult to implement your own XML-RPC client."
I'm using Chris Morley's library successfully, despite having had to find and fix quite a number of bugs. The Help Forum for this project seems to be somewhat active, but no-one has fixed these bugs and done a new release. I have been in correspondence with Chris Morley and he has vague hopes to do a new release, and he has contributed to this stackOverflow question (see below/above) and he claims to have fixed most of the bugs, but so far he has not made a release that fixes the many bugs. The last release was in 2003.
It is disappointing to me that a supposed widely supported (and simple!) protocol has such poor support on Windows + C++. Please can someone reading this page pick up the baton and e.g. take over XmlRpc++ or properly port one of the Linux implementations.