Did you download source code for M$ Visual C++?
If your answer is yes I should say that you are not able to compile it at all (except for the parts which are written in ISO C++).
If you want to try Linux GUI programming with C++, try GTK or QT.
Visual C++ and MFC only work on Windows.


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), then I suppose researching either the win way or the unix way. I would recommend the unix way personally. 
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