I suppose if you had PHP installed on your machine, you could have your program call some PHP scripts. I can't imagine that would speed up anything though.
As far as transferring files, why use PHP socket or FTP connections when you can use C ? If you must D/L your files using HTTP, C would still be a better choice, more difficult to program, but faster than PHP I think.
I have never written a Visual C/C++ prog though, maybe they are terribly slow ?