Hello, welcome to the forums mate.
First of all, it seems you're a little confused (and confused Venge in return

) TrueSpace 3 is a modelling program, Leadwerks is a game engine and C++ is a programming language.
Your 3D modelling program will be there to makes the 3D graphics, which you can make for your game - or 3D renders or which ever. Your game engine is a program (or library) that's built with features dedicated towards game creation and game engines comes in different shapes and sizes, different difficulties etc. C++ tends to be the most industry standard language for programmers, you can use different libraries for C++ to help you build games in it.
So it really depends what do you need? C++ is quite advanced, I've not used Leadwerks, but it looks pretty good! But there are other engines/programs out there you can use.
But to make 3D games you need a set of tools for each aspects - So you'll need your game engine (where your game comes from) and your media - which is the game content, so they can be 3D models, shaders, textures, maps, images for GUI, terrain, sound and music. Different programs can make each element.
Of course you can some media for free at different places, but some just prefer to make their own. This section of the forum is dedicated to 3D modellers, TrueSpace comes under this group.
But you'll notice TGC offer different game engines:
Leadwerks 2.0 - not made by TGC, but an all round next gen engine
Dark Basic Classic - TGC's original product, it uses a version of BASIC and a direct X wrapper into their own editor so that you can program your own games/applications with easy
Dark Basic Pro - The sequel, if you will, to DBC, but this utilises the latest from DirectX 9.0c and has more commands and a lot of people have made some kick-butt projects with this
Dark GDK - Basically a Dark Basic library that runs in C++ (Dark GDK.NET runs in any .Net language, so Visual Basic.NET and C#) The good thing about it is, it's free!
FPS Creator - Made in Dark Basic Pro by TGC, a drag and drop engine with scripting design to easily create FPS games - some goods projects have been made with these - just click on Venge's signature and look for Pod9, that's an example of what has been done in it. There's FPSC Free, so if you're not sure about it, play with the free version for a while
FPS Creator X10 - The latest FPSC, but utilised for directX 10 and windows vista, power hungry, so it obviously requires a powerful DirectX 10 card and windows Vista, it will not run in XP. But it's aimed at the latest generation game market
Realm Crafter A new addition to what they sell, not made by TGC, not seen many successful games from it, but it's an MMORPG creator, and one of our members here (in the programmer's talk section) is working on an MMORPG in it.
X-Quad Editor - Made by one of our members, Freddix, in Dark Basic Pro, I've not tried it, but it's a click and drag game builder.
Most of these have demos, so they are worth checking out.
From that list I only own Dark Basic Pro and used to own Dark Basic Classic. Other games engines (not found on this website) I enjoy are
Torque and
NeoAxis, where you can edit the source codes in C++ (Torque) and C# (NeoAxis) to add features, they come with level/GUI/Resource editors as well. however I find them quite difficult, Torque's scripting language is quite difficult to grasp, but NeoAxis' scripting language I think is quite easy, but not as flexible. Both have demo version, but with Torque I'd really recommend getting the books for it (to learn from) even though it has great documentation and decent tutorials on the internet. NeoAxis is really poorly documented and there about about 5 tutorials in existence and the engine is still in early stages.
Hope this helps.
"Experience never provides its judgments with true or strict universality; but only (through induction) with assumed and comparative universality." - Immanuel Kant