Roaming settings options FAQ in Microsoft documentation says:
The Desktop Bridge helps you bring your existing Windows desktop apps to the Universal Windows Platform. From here, minimal code changes will be required to take advantage of Azure AD app data roaming. The Desktop Bridge provides your apps with an app identity, which is needed to enable app data roaming for existing desktop apps.
But there's no mention of what the "minimal code changes" are.
Should the app make use of Windows.Storage.ApplicationData.Current.RoamingSettings
API? I use C++ Win32. Do I need to load .NET framework to use the API? Or is there Win32 alternative?
First, I want to let you know that not all UWP APIs are available for the general desktop app. Please check the UWP APIs available to a packaged desktop app (Desktop Bridge) and UWP APIs callable from a classic desktop app
Then, please see Enhance your desktop application for Windows 10 for more details.
In addition:
Please also check Extend your desktop application with modern UWP components document for more reference.