I'm assuming you mean you're trying to move from AppGameKit BASIC rather than from VB, right?
Quote: "in VC++ I create a Functions.h and load it with #include "Functions.h command and created some function in it."
Yes, you can do this, but it's a good idea to keep your function definitions and declarations in separate files. By convention, *.h files contains only declarations, and an accompanying *.c/*.cpp file would contain the definition. Defining your functions in headers will work so long as you only include them once, but if you include them more than once, you'll get linker errors complaining about multiple instances of the same thing.
Quote: "in VBAGK BASIC I can create new agc file and add DO---Loop in it and with exit command can leave current loop and back to main loop"
I'm assuming what you mean is the idea of having multiple main loops, right? As in, multiple loops that end with Sync(). Unfortunately this isn't possible in Tier 2, because Tier 2 has to cater to platforms that don't let you write your own main loop. Instead, it gives you three callback functions (Begin(), Loop(), and End()). You need to put your code inside these. If you need multiple main loops, the best approach is probably to implement some kind of state machine, in which each state has its own update method, which is the equivalent of what you would put inside your do loop.
If you just mean what is the C++ equivolent of a do...loop structure though, it's just while (true) { ... }. From within that, break should work fine.
Quote: "also agk::SetSpriteColorAlpha(SplashSpr,10); won't work. why?"
Doesn't work in what way? I've never had a problem with setting the sprite alpha in Tier 2.
