環(huán)境：vs2017，win7

//Hello.h
class CMyApp :public CWinApp
{
public:
    virtual BOOL InitInstance();
};

class CMainWindow:public CFrameWnd
{
public:
    CMainWindow();
protected:
    afx_msg void OnPaint();
    DECLARE_MESSAGE_MAP()
};

//Hello.cpp
#include <afxwin.h>
#include "Hello.h"

CMyApp myApp;

BOOL CMyApp::InitInstance()
{
    m_pMainWnd = new CMainWindow;
    m_pMainWnd->ShowWindow(m_nCmdShow);
    m_pMainWnd->UpdateWindow();
    return TRUE;
}

BEGIN_MESSAGE_MAP(CMainWindow,CFrameWnd)
    ON_WM_PAINT()
END_MESSAGE_MAP()

CMainWindow::CMainWindow()
{
    Create(NULL, _T("the hello application"));

}

void CMainWindow::OnPaint()
{
    CPaintDC dc(this);

    CRect rect;
    GetClientRect(&rect);

    dc.DrawText(_T("hello,MFC"), -1, &rect, DT_SINGLELINE | DT_CENTER | DT_VCENTER);
}

直接編譯vs2017會提示要定義入口點(diǎn)。
按照下面設(shè)置，就解決了：
右鍵->屬性->鏈接器->系統(tǒng)->子系統(tǒng)，下拉框選擇：窗口 (/SUBSYSTEM:WINDOWS)

參考：http://blog.sina.com.cn/s/blog_7607703f0101ga13.html