Appendix A in the book explains how to compile the
three different types of code found in the book: 
console programs, GUI programs using WinMain, and
MFC programs. The subdirectories here contain the
samples from the appendix. Each directory on this
diskette contains its own appropriate makefile based
on these examples. 

You can use the SDK or Visual C++ to compile console
or GUI applications. You must have Visual C++ to compile
the the MFC examples.