All languages that target the runtime allow you to allocate class objects from the garbage-collected heap. This brings benefits in terms of fast allocation, and avoids the need for programmers to work out when they should explicitly free each object.
The CLR also provides what are called ValueTypes—these are like classes, except that ValueType objects are allocated on the runtime stack (rather than the heap), and therefore reclaimed automatically when your code exits the procedure in which they are defined. This is how "structs" in C# operate.
Managed Extensions to C++ lets you choose where class objects are allocated. If declared as managed Classes, with the __gc keyword, then they are allocated from the garbage-collected heap. If they dont include the __gc keyword, they behave like regular C++ objects, allocated from the C++ heap, and freed explicitly with the "free" method.