Lambda functions are simple small functions that don't warrant being made into a full function. They are generally only needed in the scope of the function they are declared in.

Syntax

[] () mutable throw() -> int {
    return 5;
}

• []: Capture clause. Specifies what variables are captured from the environment.
• Variables prefixed with & are passed by reference, otherwise they are passed by value
• [&]: All variables are captured by reference
• [=]: All variables are captured by value
• Example: [=, &var], capture all variables by value, capture "var" by reference
• Variables cannot be repeated, for example [&, &i] has &i repeated
• (): Parameter list. Optional. Used like a normal function's parameter list.
• mutable: Mutable specification. Optional. Allows capture by value variables to be modified inside the lambda's body.
• throw(...): Exception specification. Optional.
• noexcept or throw() means no exception is thrown
• throw(...) if an exception of any type can be thrown
• throw(type) if an exception of type type can be thrown
• -> int: Trailing return type. Optional. Defaults to auto
• { ... }: Lambda body

For more information: Microsoft Docs.