How to create/destroy objects in "modern" C++?

I am porting C# app into C++ linux app. I am confused with construction and destruction in "modern" (C++11 ?). I always thought you have to use new/delete but now it appears C++ recommendation is not to do so (is this correct or I read a wrong blog?).

What I have roughly (there are 6 subclasses of B and BRec atm):

class ARec : public BRec
class A : public B
. . .
class Factory
  BRec GetRecord(WrapperStruct s)
  {
    if(s.Type == 'A')
    {
      A* a = (A*)s.Data;
      auto rec = ARec((ushort)a->Num);
      rec.OtherField = a.OtherField;
      return rec;
    }
. . .
main

// separate pthread
void* Logger(void* arg) {

    int* thread_state = (int*)arg;

    auto f = Factory();

    WrapperStruct item;

    while (true)
    {
      q->try_dequeue(item);

      auto rec = f.GetRecord(item);
      auto bytes = f.GetBytes(rec);

      // write bytes to file ...

      delete bytes;

      if(*thread_state == -1)
        pthread_exit(0);
    }

Question - how does compiler would know when to delete s.Data in factory method? Same - rec if it was created in a class method and then crossed to other method (while in Logger)? Is there a simple guide how to manage variables' memory in C++11 ?

EDIT: s.Data contains ref to an object created in a 3rd party dll and can be of different types hence the s.Type field