Unit testing plays a pivotal role in the software development lifecycle, as it ensures code quality. However, writing high-quality unit tests remains a time-consuming task for developers in practice. More recently, the application of large language models (LLMs) in automated unit test generation has demonstrated promising results. Existing approaches primarily focus on interpreted programming languages (e.g., Java), while mature solutions tailored to compiled programming languages like C++ are yet to be explored. The intricate language features of C++, such as pointers, templates, and virtual functions, pose particular challenges for LLMs in generating both executable and high-coverage unit tests. To tackle the aforementioned problems, this paper introduces CITYWALK, a novel LLM-based framework for C++ unit test generation. CITYWALK enhances LLMs by providing a comprehensive understanding of the dependency relationships within the project under test via program analysis. Furthermore, CITYWALK incorporates language-specific knowledge about C++ derived from project documentation and empirical observations, significantly improving the correctness of the LLM-generated unit tests. We implement CITYWALK by employing the widely popular LLM GPT-4o. The experimental results show that CITYWALK outperforms current state-of-the-art approaches on a collection of ten popular C++ projects. Our findings demonstrate the effectiveness of CITYWALK in generating high-quality C++ unit tests.