IntelliCode support for C++ previously shipped as an extension, but it is now an in-box component that installs with the “Desktop Development with C++” workload in Visual Studio 2019 16.1 Preview 2. Make sure that IntelliCode is active for C++ by enabling the “C++ base model” under Tools > Options > IntelliCode > General: 
This version of C++ IntelliCode also supports free-functions and has better accuracy. You can see the IntelliCode results starred at the top of the member list:
Talk to Us!
We’d love for you to download Visual Studio 2019 version 16.1 Preview 2 and enable IntelliCode for C++. We can be reached via the comments below or via email (visualcpp@microsoft.com). If you encounter other problems with Visual Studio or have other suggestions you can use the Report a Problem tool in Visual Studio or head over to the Visual Studio Developer Community. You can also find us on Twitter (@VisualC).
No option if you are upgrading.
The Release Notes suggest that IntelliCode is installed by default:
Visual Studio IntelliCode is installed by default with any workload that includes C#, XAML, or C++. C# and XAML IntelliCode support are enabled by default. Support for C++ and JavaScript/TypeScript can be enabled via Tools > Options > IntelliCode
But if you are upgrading - it is not. Maybe you could display a notification to raise awareness?
Thanks for bringing this to my attention! I’ll look into the upgrade experience.