AlgoQuant out-of-the-box does not read from MySql directly. For each source, you will need to write an adapter for it. There are many examples in the source. See for example:
I am not sure why you want to send signal from an external program (e.g., VC++) instead of coding inside AlgoQuant. If you really need to do so, you will need to create a new event handler for it, e.g., to listen to a socket.