A completely empty MFC project will be somewhat pointless, because you will need to add back what the sample code already has. For example, each MFC program has a class derived from CWinApp, and it is usually a kind of main window class (whether it be a dialog box or a frame window). Perhaps it would be easier to start exploring the structure when you already have something working that you can edit, rather than trying to figure out how to combine the main parts from scratch. But in any case, you probably want to get a good book to help explain the structure.
Win32 , API Windows ( , MFC ). WinAPI C. , . ... - MFC, , - , Windows API.
" " - . , ? ? ? ? ? , , , , . , , .
, MFC Windows API , . , . , , , /. MFC - , , // .
. ++ Qt . # WPF . , MFC , #/WPF.