It's much better to use MFC. When you create a regular Win32 App, a lot of code is not automatically created for you. You would have to create all of the Window's yourself, so it's much easier just to use MFC.

Regarding the Button's: In the screen shot, that was the property Window. You probably Right-clicked it. Try double clicking it again and see if you get a different Dialog. If so, hit the Enter key and you should be brought up to the source file.