Visual studio (assuming its not the free version, which doesn't have MFC) has help for MFC built in (may also include the same manual that Microsoft sells as a help file), and of course there are books that you can get that tell you how to program with MFC. A very early version of visual studio had a tutorial, I don't know if they still supply one with latest versions.
If you only have the free version, and aren't willing to shell out money for a professional version, then you have to use the Windows API, or get a library that simplifies Windows a little like Qt or gtk+, etc., won't be as easy to use as MFC, but it will still be easier.