without using wizard creating window

Without using mfcapp wizard, I want to create my own classes using mfc.

class MyWin:public CWnd
{
.....
};

class MyFrame:public CFrameWnd
{
....
};
class MyApp:public CWinApp
{
virtual BOOL InitInstance();
};

MyApp theApp;

How to attach MyWin in MyFrame and MyFrame into MyApp?

Thanks

Tick the "Disable smilies in this post" to avoid your class derivations be converted to :p smilies.

CWinThread has a member named m_pMainWnd of type CWnd*. In InitInstance you create a new MyFrame object on the heap and assign the pointer to this variable:
m_pMainWnd = new MyFrame();

Then you have to add a message map to MyFrame. Catch the WM_CREATE message (ON_WM_CREATE() -> int OnCreate(LPCREATESTRUCT pCS)) and create the view there. Make it a class member, CFrameWnd provides no mechanism for that. It was made to use document templates and views.
In the class declaration of MyFrame:
MyWin m_win;
In OnCreate:
m_win.Create(NULL, NULL, AFX_WS_DEFAULT_VIEW, CRect(0,0,0,0), this, AFX_IDW_PANE_FIRST, NULL);
You should also check for an error return.

This is the bare minimum. You should also override CFrameWnd::OnCmdMsg and forward the messages to the client window, as well as forwarding the focus in OnSetFocus (response to WM_SETFOCUS).