Can I build MFC or ATL samples with Visual Studio C++ Express?

The Windows SDK includes samples that require ATL or MFC headers to build, but the SDK does not come with the ATL or MFC headers, libraries, or runtimes.  These samples, which are listed in the SDK Release Notes, will only build if you have the non-Express editions of Visual C++ 2005 installed on your system.  The Express versions of Visual Studio do not include the MFC and ATL resources.

If you have Visual C++ 2005 (non-Express editions) installed on your system, you can use the SDK to build using ATL or MFC. First, you must run the SDK-provided Visual Studio registration tool. The Visual Studio registration tool must run in elevated administrator mode on a Windows Vista computer. When running this tool on a Windows Vista machine it must be run for each user.
To run the Visual Studio Registration Tool, go to:

Start --> All Programs --> Microsoft Windows SDK --> Visual Studio Registration--> Register Windows SDK Directories with Visual Studio 2005.

This MSDN document shows what features are available with each version of Visual C++ Editions, including the Active Template Library (ATL) and Microsoft Foundation Class (MFC) Library.