You can use the SDK to setup a link between C++ DLL's and 3DGS. You can write classes as you wish in C++ and just have a REFERENCE member WITHIN the class to the entity pointer in 3D Game Studio. Finally, you write wrappers for whatever you want to do in C++ such as tracing and moving.
In this way, you can use 3DGS as a simple environment for testing out different AI and whatnot in C++.
It's a bit of work to learn and stup, but once you have that you can use the same base code for lots of different things. Check out the SDK!