Currently, in the C++ SDK, we cannot upload and download an entity file as described in your documentation:
https://docs.microsoft.com/fr-fr/gaming/playfab/features/data/playerdata/entity-files
This is because we cannot make an Http request with GET and PUT Http methods.
This is the case for all PlayFab[*]HttpPlugin implementations: Windows, iOS, Android, Curl...
As your Unity SDK provide these functions:
I expect that your C++ SDK provide also the same functionnality.