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Memory tools
Here, I must admit, we don't have a nice open source memory profiling tool comparable to Valgrind's Massif on Linux, which can show a memory usage trace and attribute parts of the used memory to a C++ class, which consumes it. We can obtain a general overview of used memory through Sysinternal tools, but to see what consumes the memory we’d have to use a program introspection tool such as a GammaRay or a debugger.
As for Valgrind's memcheck, a comparable tool for Windows would be heap observer (heob), which is even integrated with Qt Creator, or Dr. Memory. These tools can detect memory leaks and buffer overflows.