I'm in the process of learning VC++ but I wonder why do end-users also need MSVC++?
As far as I can see in MSDN most if not all of the libraries that my programs use (the actual DLL files) already come with the system itself (user32.dll, kernel32.dll, etc).
But how come Paint and Notepad do not need MSVC++, but my software, which is way more simple than Notepad requires this runtime? What does the runtime do? How does it work? Is there a way to make my software work without MSVC++?
The runtime provides all the standard functions and classes, like std::string and std::vector, as well as the support code that runs constructors and destructors of global objects, finds exception handlers, etc. Windows comes with a version of all this, and for a while Visual C++ used it, but it was discovered that there were incompatibilities with the Standard, so newer versions of the compiler come with fixes (Windows can't bundle the new fixes in place of the old DLLs, because it would break existing programs).
Yes you can avoid the need for the runtime redistributable installer. You can use the /MT build option, which bundles all the required library functions right into your executable. After that, you'll only need DLLs that come with Windows.
The setting is in Project Configuration under C/C++ -> Code Generation -> Runtime Library
But note that this will make your executable file somewhat larger, and any bug fixes (especially security fixes distributed via Windows Update) won't affect your program, since you have a particular implementation baked in.