Q:

An efficient program, which generates all next moves for all pieces in C/C++

I am looking for an efficient (fast) program to generate next moves for all pieces.
I need it in C++, because I will program in C++.

A:

I think it is unreasonable to ask for this as a stand-alone program because its implementation will be very dependent on the design of your program as a whole. In particular, it completely depends on how you are storing each position: how are you representing the board and pieces? How do you keep track of where each piece is after each move? How do you know which squares a piece can move to (is there a piece there already? Is there a piece blocking the bishop's movement as it goes from c1 to f4?)? 
Of course, once you have a implemented all of the above perfectly then the problem of generating the moves that each piece can make becomes quite easy: simply iterate over every piece and for every piece iterate over all of its valid moves (how you store moves is, again, entirely up to you).
Finally, this is a great resource that gives a good overview of some important topics in chess programming.

A:

http://support.stockfishchess.org/discussions/questions/1422-generation-of-next-moves-for-all-pieces
You should use Tord (the person who wrote Stockfish)'s C++ move generation code. It's easy, simple, fast and good. It uses magic bitboard.

