While it might still be capable of compiling C++, I'm not sure it is the real deal if it doesn't ship with the Standard C++ Library, and this seems to be the case with the version in the .NET Framework SDK. While I suppose I can see why - the .NET Framework SDK is focussed on compiling C++/CLI, not standard C++ - I don't think it's a sensible omission.
Oddly, it does include the Standard C Library. Why one and not the other?
The .NET Framework SDK is the best way of getting just the command line tools for C++ development onto a build server, and it's a bit of a nuisance to have to copy or install something else to get headers that should ship with the tool.