There is no C++ based ARX SDK specifically for AutoCAD MEP. AutoCAD MEP only has a .NET API. You will find more information about the MEP .NET SDK in this blog post.
If you are looking for generic vanilla AutoCAD ARX SDK (this does not contain APIs for MEP entities or functionality), you will find it here: http://www.objectarx.com. The ARX SDK will work with Vanilla AutoCAD and AutoCAD verticals based on it.