CPP looking for a file/class dependency viewer

Doxygen?

Well, something like cscope does all that for you.
You can access it as a shell to find the information you are looking for, or it also has direct bindings inside gvim to let you jump around you code and get reports about what calls what functions.

Visual Assist X sort of does this, but I do not think you can generate an output of the data. It is more just real time data, useful in context of the project you are currently working on. Take a look at this page for an idea of what the GUI looks like in Visual Studio. There is a free 30-day demo as well that you can give it a try to see if you can use it for what you are looking for. If not, good luck in your search for something else!