Since then I may have to change my plan, my ACCESS file is generated on Office 2003. My OS is Windows 2000 professional, so Visual Studio 2005 may be a good choice.
I believe the file format for Access 2003 is the same as Access 2000.

Is it a good idea to code a pure database application with VC++?
Yes, C++ is good for coding database apps. Writing in C# may be slightly less work but the difference is small.

Microsoft web site declares Web Developer fully supports C#, how should I understand it? Does it mean C# code can be smoothly compiled on WD?
Sorry, I don't know about WD.

If I had mastered C#, would I be able to program with C++?
No, it is a different language. C# is managed, which makes it easier to understand for noobs. However, knowing ANY language means you will learn another language much quicker.