I used below command to export from command line.
cocos new -l cpp -p com.bfg.mynewpro -d /Volumes/Development/Project/Development/GuruNewPro
Exported source not includes main Xcode project file.
How to get it exported ?
You have to generate the platform specific project files with cmake.
check out the instructions here https://github.com/cocos2d/cocos2d-x/tree/v4/cmake#generate-ios-project
NOTE:
cd cocos2d-x
This is actually referring to your game directory. Which in your case i suppose is MyCppGame folder.