Hi Manish ,
I'm using C++ with Visual Studio myself, but it was hard to find info on how to set things up. As it turns out it's not too difficult though. I'm currently using downloaded releases for depthai 2.19.1 and opencv 4.6.0 and have include,lib,dll set up plus additional preprocessor defs "XLINK_USE_MX_ID_NAME=ON;PC=ON".
It's more difficult to find example code for C++, but it's not too hard to convert python code.
Someone from Luxonis probably have more info...