I don't have experience with this, but here is an old article (from 2006) that might be helpful. I could be wrong, but the challenges discussed in the article are probably still relevant. Namely, you'll have to use the Microsoft compiler tool chain (this is stated in the detailed system requirements for CPLEX), you won't be able to debug (Eclipse doesn't recognize the debugging information generated by the Microsoft compiler), and there is no visual support for GUI programming.
On the other hand, you can use Eclipse for CPLEX C++ development on Linux and macOS without issues. I believe you'll find other threads in this forum on that subject.
EDIT: Here is a current link about using Eclipse CDT. Here the important part:
The Windows SDK provides the Visual C++ compiler and header files and libraries required to create Windows applications. The CDT Visual C++ build integration will find these files based on where you installed the SDK. No other setup is required.
Note: For this release, the integration should be considered beta quality. It is not recommended for production use.
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