Cg is a shading language. I believe it is exclusively for writing shaders, which are small programs executed entirely on the video card for modifying vertices or pixels. It's not a graphics API like DirectX, you can't use it to render a scene, and you have to use DirectX or OpenGL to load and set the shader. Shaders are pretty simple to write, although I haven't done too much with them myself, and Cg and HLSL (another shading language) are very similar to C as you mentioned. But sedj is right: don't try graphics programming until you are comfortable with the language normally.