If you want to write portable code, the way NOT to use it is with MFC. Unless I'm designing a GUI, which I'd rather do in X11 or Motif anyway, I write the initial draft of my code in Notepad, save it, and open it in Visual Studio. The first time I hit Alt-b-b to build the executable, it tells me I have to create a workspace, so I just let it go ahead and knock itself out. If I find that it compiles but doesn't link, then I look at the project configuration to see what lib files are missing from the default list.
Just remember, when you look for your exe file, it's not in the same directory as your source. It's in a subdirectory named Debug (unless you've switched over to the non-debug final version, in which case it will be in a different directory whose name I don't remember, because no program is ever completely bug-free.