The C++ equivalent of your example looks something like this:
// A.hpp
#include "B.hpp"
class A : public BDelegate {
    public:
        void classBSays ( ) { }
        B* b;
};
// B.hpp
class BDelegate {
    public:
        virtual void classBSays( ) = 0;
};
class B {
    public:
        void f ( ) { delegate->classBSays( ); }
        BDelegate* delegate;
};
Note that I've used inline implementation of the member functions here, for brevity's sake - you could equally implement A.classBSays() and B.f() in separate A.cpp and B.cpp files if you wanted.
In this example, the class BDelegate is an abstract base class (ABC), equivalent to your BDelegate protocol. By containing only pure virtual member functions (functions preceded with the keyword virtual and with the =0 suffix), it forces its subclasses to provide implementations for those methods, much as using a @required tag (or no tag) does in an Objective-C protocol. The fact that BDelegate contains only such functions is what makes it an ABC.
You can emulate the Objective-C @optional tag by specifying an empty body for the function in your ABC, which means that subclasses are not required to implement it (since it is implemented in the ABC). For example, you could emulate an optional foo method by modifying the BDelegate as follows:
@protocol BDelegate
- (void) classBsays;
@optional
- (void) foo;
@end
// Is approximately equivalent to:
class BDelegate {
    public:
        virtual void classBSays( ) = 0;
        virtual void foo( ) { }
};
Using that definition, the class A could choose whether to provide a definition for foo or not, as is desired. Note however that this is not exactly equivalent to the Objective-C @optional notation, because A will still inherit BDelegate's foo method if it doesn't provide it's own override. With the Objective-C protocol, on the other hand, A would have no such method at all unless it explicitly implements it itself.
A more thorough introduction to the subject is available here.