I'm trying to create my first MFC application but the only problem is when I go to the new projects window for MS Visual Studios 2008(Express Edition) I don't see an icon for MFC like all the tutorials are saying. Do I have to download something?
Ok, since I'll have to pay to get the other version, I'm obviously not going to do that. Which compilers can I make MFC application with that are free?
I'm not aware of any free IDE/Compilers that allow you to use MFC. Microsoft don't give it away free.
When it all comes down to the basics, Windows API (AKA Win API and Win32 API) is what is used to make the GUI. For a quick introduction to Windows API programming check out the theForger's Win32 API Programming Tutorial[tut].
I think that Microsoft™ would like you to learn the .Net[net] way, Windows Form Application, Class Libraries....but you will end up having to learn C++/CLI[c++/cli]
For user interface stuff ,you may want to look into somthing like GTK+[gtk+] or the open-source version of QT[qt], there are others that I'm sure people will tel you about.