Opening a file using the path returned by tmpnam() may result in a "permission denied" error on Windows. This sample helps illustrate the problem. Make sure to open the Visual Studio command prompt before running build-all.bat.

build-all.bat

@echo off

echo Locating tools...
where /Q g++
if not %errorlevel% == 0 echo "g++" not found.& goto :eof
where /Q cl
if not %errorlevel% == 0 echo "cl" not found.& goto :eof
where /Q msbuild
if not %errorlevel% == 0 echo "msbuild" not found.& goto :eof

set outDir=bin
if not exist "%outDir%" md "%outDir%"
if not %errorlevel% == 0 echo Couldn't create directory: %outDir%& goto :eof

echo Building...
g++ -o "%outDir%\test-gcc" main.cpp > nul
if not %errorlevel% == 0 goto :eof
cl "/Fe%outDir%\test-msvc" /EHsc /nologo main.cpp > nul
if not %errorlevel% == 0 goto :eof
msbuild /nologo "/property:Configuration=Release;OutDir=%outDir%" > nul
if not %errorlevel% == 0 goto :eof

echo Running...
pushd "%outDir%"
test-gcc
test-msvc
test-msvc-ide
popd

main.cpp

#include <cstdlib>
#include <iostream>
#include <fstream>
#include <cstring>
#include <string>

using std::cout;
using std::endl;
using std::ios;

void test1()
{
    cout << "--- Test #1: tmpnam() ---" << endl;
    char* tempFilePath = tmpnam(0);
    cout << "Temp file path: " << tempFilePath << endl;

    std::fstream file(tempFilePath, ios::in | ios::out | ios::binary | ios::trunc);
    if (!file.is_open()) {
        cout << strerror(errno) << endl << endl;
        return;
    }

    file.close();
    remove(tempFilePath);
    cout << "OK" << endl << endl;
    return;
}

void test2()
{
    cout << "--- Test #2: _tempnam() ---" << endl;
    char* tempFilePath_c = _tempnam(0, 0);
    const std::string tempFilePath(tempFilePath_c);
    free(tempFilePath_c);
    cout << "Temp file path: " << tempFilePath << endl;

    std::fstream file(tempFilePath.c_str(), ios::in | ios::out | ios::binary | ios::trunc);
    if (!file.is_open()) {
        cout << strerror(errno) << endl << endl;
        return;
    }

    file.close();
    remove(tempFilePath.c_str());
    cout << "OK" << endl << endl;
    return;
}

int main(int argc, char* argv[])
{
    cout << "==================== " << argv[0] << " ====================" << endl;
    char* tempEnvVar = getenv("TMP");
    cout << "TMP: " << tempEnvVar << endl << endl;
    test1();
    test2();
}

test.sln

Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 2012
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "test", "test.vcxproj", "{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}"
EndProject
Global
    GlobalSection(SolutionConfigurationPlatforms) = preSolution
		Debug|Win32 = Debug|Win32
		Release|Win32 = Release|Win32
	EndGlobalSection
	GlobalSection(ProjectConfigurationPlatforms) = postSolution
		{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}.Debug|Win32.ActiveCfg = Debug|Win32
		{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}.Debug|Win32.Build.0 = Debug|Win32
		{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}.Release|Win32.ActiveCfg = Release|Win32
		{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}.Release|Win32.Build.0 = Release|Win32
	EndGlobalSection
	GlobalSection(SolutionProperties) = preSolution
		HideSolutionNode = FALSE
	EndGlobalSection
EndGlobal

test.vcxproj

<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
  <ItemGroup Label="ProjectConfigurations">
    <ProjectConfiguration Include="Debug|Win32">
      <Configuration>Debug</Configuration>
      <Platform>Win32</Platform>
    </ProjectConfiguration>
    <ProjectConfiguration Include="Release|Win32">
      <Configuration>Release</Configuration>
      <Platform>Win32</Platform>
    </ProjectConfiguration>
  </ItemGroup>
  <PropertyGroup Label="Globals">
    <ProjectGuid>{E0472BC4-D9F0-4257-9A3A-D2D750D095E9}</ProjectGuid>
    <Keyword>Win32Proj</Keyword>
    <RootNamespace>test</RootNamespace>
  </PropertyGroup>
  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
    <ConfigurationType>Application</ConfigurationType>
    <UseDebugLibraries>true</UseDebugLibraries>
    <PlatformToolset>v110</PlatformToolset>
    <CharacterSet>MultiByte</CharacterSet>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
    <ConfigurationType>Application</ConfigurationType>
    <UseDebugLibraries>false</UseDebugLibraries>
    <PlatformToolset>v110</PlatformToolset>
    <WholeProgramOptimization>true</WholeProgramOptimization>
    <CharacterSet>MultiByte</CharacterSet>
  </PropertyGroup>
  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
  <ImportGroup Label="ExtensionSettings">
  </ImportGroup>
  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
  </ImportGroup>
  <ImportGroup Label="PropertySheets" Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
    <Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
  </ImportGroup>
  <PropertyGroup Label="UserMacros" />
  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
    <LinkIncremental>true</LinkIncremental>
    <OutDir>$(SolutionDir)bin\</OutDir>
    <TargetName>test-msvc-ide</TargetName>
  </PropertyGroup>
  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
    <LinkIncremental>false</LinkIncremental>
    <OutDir>$(SolutionDir)bin\</OutDir>
    <TargetName>test-msvc-ide</TargetName>
  </PropertyGroup>
  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
    <ClCompile>
      <PrecompiledHeader>
      </PrecompiledHeader>
      <WarningLevel>Level3</WarningLevel>
      <Optimization>Disabled</Optimization>
      <PreprocessorDefinitions>WIN32;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
    </ClCompile>
    <Link>
      <SubSystem>Console</SubSystem>
      <GenerateDebugInformation>true</GenerateDebugInformation>
      <AdditionalDependencies />
    </Link>
  </ItemDefinitionGroup>
  <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
    <ClCompile>
      <WarningLevel>Level3</WarningLevel>
      <PrecompiledHeader>
      </PrecompiledHeader>
      <Optimization>MaxSpeed</Optimization>
      <FunctionLevelLinking>true</FunctionLevelLinking>
      <IntrinsicFunctions>true</IntrinsicFunctions>
      <PreprocessorDefinitions>WIN32;NDEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
    </ClCompile>
    <Link>
      <SubSystem>Console</SubSystem>
      <GenerateDebugInformation>true</GenerateDebugInformation>
      <EnableCOMDATFolding>true</EnableCOMDATFolding>
      <OptimizeReferences>true</OptimizeReferences>
    </Link>
  </ItemDefinitionGroup>
  <ItemGroup>
    <ClCompile Include="main.cpp" />
  </ItemGroup>
  <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
  <ImportGroup Label="ExtensionTargets">
  </ImportGroup>
</Project>