Dhaval - I'll respond on the Intel products for Windows.
Thread Checker - this is a stand alone product which plugs into VTune but can be run without VTune. From a commercial aspect, it is a distinct product not included in VTune nor Intel C++. It can be used with MS C++ and other languages.
VTune - also a standalone product. When you purchase it you also get Thread profiler but you must download them separately. Thread Profiler must be installed after VTune.
Intel C++ - includes MKL an IPP libraries andIntel parallel debugger but does not include VTune, nor Thead Profiler nor Thread Checker.
Hope this helps,