In order to create a plugin, you should use the templates which were included in the SDK: sample.h, sample.cpp, pinfo.h sample.def, and the MSVC++ workspace file sample.dsw. The files are commented fairly well.
I do not yet have an MFC template. But, DLLs which use the MFC libraries, will work with DLL Deity, so long as you use the _stdcall calling convention, and have all required exports.