This is a great introduction to C++ and MFC, it starts with C++ (Microsoft's interpretation :-)) and moves on to constructing a drawing package in MFC.

Beginning MFC Programming
Ivor Horton
Wrox Press; ISBN: 1861000855

You can develop really cool apps with MFC but it is worth investing time into understanding the Windows API, so try this classic.

Programming Windows, The Definitive Guide to the Win32 API
Charles Petzold
Microsoft Press; ISBN: 157231995X