In C++ there are two different ways you can allocate memory. The first way allocates memory on the stack.
int arr[] = {1,2,3};
int arr[3];
Both of these lines of code create an array of size 3 on the stack. The only difference is the first line also initializes the values in the array.
The second way you can allocate memory is on the heap. The amount of memory available on the heap is usually much larger than is available on the stack. The new and malloc operations allocate memory on the heap.
int* arr = (int*) malloc(100*sizeof(int));
int* arr = new int[100];
Both of these lines of code create an array of size 100 on the heap. Now here's the difference between the two. In C++ you should always use new because it ensures that the constructors for each element in your array are called. It is also much more type safe, unlike malloc which isn't type safe at all since it just returns a void* to a chunk of bytes that can be interpreted anyway you'd please.
Now if you're dynamically allocating memory, meaning you don't know the size of the array until runtime, you should always allocate it on the heap using new/malloc.
Last thing to note is how you free your memory, using delete/free.
free(arr); //arr was allocated with malloc
delete[] arr; //arr was allocated with new
If you allocated memory with new it must be freed with delete. You can't mix and match new/malloc with delete/free. Lastly delete[] frees an array of objects. If you only allocated a single object then you just use delete.
Object* myobj = new Object;
delete myobj;