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When you create a new MFC program you can include database support as one of the options. You can provide your own database classes or use MFC database classes. MFC includes database classes for programming with Open Database Connectivity (ODBC) or with Data Access Objects (DAO).
To create a program that supports a database, you use the MFC AppWizard (EXE version) and in Step 2 you choose the appropriate database options. There are three options for database support:
Click here for more detailed information on choosing Database options when using the MFC AppWizard.
You can also create a direct database project, click here for more information.