I want to know if Visual Studio store hidden data in compiled files ( or other files ).
I am talking about information data about the fact that the program is written with Visual Studio.
Visual Studio itself does not watermark your programs in this way, but it is often detectable that you used Microsoft's toolchain simply because of incidentals, i.e. what order methods are compiled into the file, what implementation of exceptions is used (MSVC++ uses a specific exception code on top of NT's SEH in order to implement C++ exceptions; MinGW, for example, uses a completely different system), and what decorations are applied to function names. These bits of information are how tools like PEID operate.
The MS c++ compiler/linker will add some encoded data between the DOS stub and the PE header, it starts with the letters Rich and contains mostly version info, see this page for more info
if I correctly understand your question:
it's impossible to distinguish if you build your program using Visual C++ Express Edition (free) or other non-free editions if you don't use specific options not available in Express Edition. some comparison of VS2008 editions can be found here