If you're using VS
Actually, you don't need any third party tool; VS (through the C runtime library) has leak detection built it. See: https://msdn.microsoft.com/en-us/library/x98tx3cf.aspx
The tool Khatharr points too provides better leak diagnosis than the built-in solution. So definitely also worth checking out.
Honestly, if you just learn to use RAII then you don't have to mess with it much anymore.
Good advice, but I've certainly managed to leak memory even when using RAII (incorrectly, obviously). Sad to say, you should learn how to track down memory leaks if you want to be a well-versed C++ developer.