help...saving jpegs into a PDF using C++

Hello everybody, I hope everyone is having a good day.

Here is what I am trying to do. I am trying to write a code in Visual C++ 2010 that will look into a certain directory. In that directory are a bunch of folders each containg a few pictures (in .jpeg format) that need to be saved together into a PDF document. So I need something that will look in folder 1, find all the .jpegs in that folder, save them into a single PDF document, and then move on to the next folder and repeat. I'm having trouble just getting together some code that will search through each folder and find the jpegs..so I would even settle for just that at this point. Has anyone ever written anything like this before or have any ideas? Thanks.
I know that Adobe has an SDK that you can download from their site, but I personally have zero experience with it and very little interest in learning about anything more then it's existence to tell you the truth. There is software out there that will do this for you PrimoPDF for example. Other then that enumerating the files in a folder is as simple as "FindFirstFile()", "FindNextFile()" from the WinAPI and checking for the jpeg\jpg extension would just be a matter of using the ".find()" function in std::string.
How is dependence on the MSCRT any different from dependence on the standard CRT? Also IMO using those two would involve more work, however that is more a matter of personal preference then anything else.
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