The documentation for MFC is there, it just takes a bit of digging around via Google to actually find a good example to go with the MSDN help.
I still don't really understand why there is no comprehensive documentation and intellisense for MFC/C++ like there is for dot net, I guess that is the art of native programming (and yes, "programming" compared to dot net "developing").
Personally, if I were going to involve CLI then I'd just use C#.
Good luck!