OpenGL под MFC без использования Wizzard'а.

/*
* Example of a Win32 OpenGL program.
* The OpenGL code is the same as that used in
* the X Window System sample
*/
#include <windows.h>
#include <GL/gl.h>
#include <GL/glu.h>

/* Windows globals, defines, and prototypes */
CHAR szAppName[]="Win OpenGL";
HWND ghWnd;
HDC ghDC;
HGLRC ghRC;

#define SWAPBUFFERS SwapBuffers(ghDC)
#define BLACK_INDEX 0
#define RED_INDEX 13
#define GREEN_INDEX 14
#define BLUE_INDEX 16
#define WIDTH 300
#define HEIGHT 200

LONG WINAPI MainWndProc (HWND, UINT, WPARAM, LPARAM);
BOOL bSetupPixelFormat(HDC);

/* OpenGL globals, defines, and prototypes */
GLfloat latitude, longitude, latinc, longinc;
GLdouble radius;

#define GLOBE 1
#define CYLINDER 2
#define CONE 3

GLvoid resize(GLsizei, GLsizei);
GLvoid initializeGL(GLsizei, GLsizei);
GLvoid drawScene(GLvoid);
void polarView( GLdouble, GLdouble, GLdouble, GLdouble);

int WINAPI WinMain (HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR lpCmdLine, int nCmdShow)
{
MSG msg;
WNDCLASS wndclass;

/* Register the frame class */
wndclass.style = 0;
wndclass.lpfnWndProc = (WNDPROC)MainWndProc;
wndclass.cbClsExtra = 0;
wndclass.cbWndExtra = 0;
wndclass.hInstance = hInstance;
wndclass.hIcon = LoadIcon (hInstance, szAppName);
wndclass.hCursor = LoadCursor (NULL,IDC_ARROW);
wndclass.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
wndclass.lpszMenuName = szAppName;
wndclass.lpszClassName = szAppName;

if (!RegisterClass (&wndclass) )
return FALSE;

/* Create the frame */
ghWnd = CreateWindow (szAppName,
"Generic OpenGL Sample",
WS_OVERLAPPEDWINDOW | WS_CLIPSIBLINGS | WS_CLIPCHILDREN,
CW_USEDEFAULT,
CW_USEDEFAULT,
WIDTH,
HEIGHT,
NULL,
NULL,
hInstance,
NULL);

/* make sure window was created */
if (!ghWnd)
return FALSE;

/* show and update main window */
ShowWindow (ghWnd, nCmdShow);

UpdateWindow (ghWnd);

/* animation loop */
while (1) {
/*
* Process all pending messages
*/

while (PeekMessage(&msg, NULL, 0, 0, PM_NOREMOVE) == TRUE)
{
if (GetMessage(&msg, NULL, 0, 0) )
{
TranslateMessage(&msg);
DispatchMessage(&msg);
} else {
return TRUE;
}
}
drawScene();
}
}

/* main window procedure */
LONG WINAPI MainWndProc (
HWND hWnd,
UINT uMsg,
WPARAM wParam,
LPARAM lParam)
{
LONG lRet = 1;
PAINTSTRUCT ps;
RECT rect;

switch (uMsg) {

case WM_CREATE:
ghDC = GetDC(hWnd);
if (!bSetupPixelFormat(ghDC))
PostQuitMessage (0);

ghRC = wglCreateContext(ghDC);
wglMakeCurrent(ghDC, ghRC);
GetClientRect(hWnd, &rect);
initializeGL(rect.right, rect.bottom);
break;

case WM_PAINT:
BeginPaint(hWnd, &ps);
EndPaint(hWnd, &ps);
break;

case WM_SIZE:
GetClientRect(hWnd, &rect);
resize(rect.right, rect.bottom);
break;

case WM_CLOSE:
if (ghRC)
wglDeleteContext(ghRC);
if (ghDC)
ReleaseDC(hWnd, ghDC);
ghRC = 0;
ghDC = 0;

DestroyWindow (hWnd);
break;

case WM_DESTROY:
if (ghRC)
wglDeleteContext(ghRC);
if (ghDC)
ReleaseDC(hWnd, ghDC);

PostQuitMessage (0);
break;

case WM_KEYDOWN:
switch (wParam) {
case VK_LEFT:
longinc += 0.5F;
break;
case VK_RIGHT:
longinc -= 0.5F;
break;
case VK_UP:
latinc += 0.5F;
break;
case VK_DOWN:
latinc -= 0.5F;
break;
}

default:
lRet = DefWindowProc (hWnd, uMsg, wParam, lParam);
break;
}

return lRet;
}

BOOL bSetupPixelFormat(HDC hdc)
{
PIXELFORMATDESCRIPTOR pfd, *ppfd;
int pixelformat;

ppfd = &pfd;

ppfd->nSize = sizeof(PIXELFORMATDESCRIPTOR);
ppfd->nVersion = 1;
ppfd->dwFlags = PFD_DRAW_TO_WINDOW | PFD_SUPPORT_OPENGL |
PFD_DOUBLEBUFFER;
ppfd->dwLayerMask = PFD_MAIN_PLANE;
ppfd->iPixelType = PFD_TYPE_COLORINDEX;
ppfd->cColorBits = 8;
ppfd->cDepthBits = 16;
ppfd->cAccumBits = 0;
ppfd->cStencilBits = 0;

pixelformat = ChoosePixelFormat(hdc, ppfd);

if ( (pixelformat = ChoosePixelFormat(hdc, ppfd)) == 0 )
{
MessageBox(NULL, "ChoosePixelFormat failed", "Error", MB_OK);
return FALSE;
}

if (SetPixelFormat(hdc, pixelformat, ppfd) == FALSE)
{
MessageBox(NULL, "SetPixelFormat failed", "Error", MB_OK);
return FALSE;
}

return TRUE;
}

/* OpenGL code */

GLvoid resize( GLsizei width, GLsizei height )
{
GLfloat aspect;

glViewport( 0, 0, width, height );

aspect = (GLfloat) width / height;

glMatrixMode( GL_PROJECTION );
glLoadIdentity();
gluPerspective( 45.0, aspect, 3.0, 7.0 );
glMatrixMode( GL_MODELVIEW );
}

GLvoid createObjects()
{
GLUquadricObj *quadObj;

glNewList(GLOBE, GL_COMPILE);
quadObj = gluNewQuadric ();
gluQuadricDrawStyle (quadObj, GLU_LINE);
gluSphere (quadObj, 1.5, 16, 16);
glEndList();

glNewList(CONE, GL_COMPILE);
quadObj = gluNewQuadric ();
gluQuadricDrawStyle (quadObj, GLU_FILL);
gluQuadricNormals (quadObj, GLU_SMOOTH);
gluCylinder(quadObj, 0.3, 0.0, 0.6, 15, 10);
glEndList();

glNewList(CYLINDER, GL_COMPILE);
glPushMatrix ();
glRotatef ((GLfloat)90.0, (GLfloat)1.0, (GLfloat)0.0, (GLfloat)0.0);
glTranslatef ((GLfloat)0.0, (GLfloat)0.0, (GLfloat)-1.0);
quadObj = gluNewQuadric ();
gluQuadricDrawStyle (quadObj, GLU_FILL);
gluQuadricNormals (quadObj, GLU_SMOOTH);
gluCylinder (quadObj, 0.3, 0.3, 0.6, 12, 2);
glPopMatrix ();
glEndList();
}

GLvoid initializeGL(GLsizei width, GLsizei height)
{
GLfloat maxObjectSize, aspect;
GLdouble near_plane, far_plane;

glClearIndex( (GLfloat)BLACK_INDEX);
glClearDepth( 1.0 );

glEnable(GL_DEPTH_TEST);

glMatrixMode( GL_PROJECTION );
aspect = (GLfloat) width / height;
gluPerspective( 45.0, aspect, 3.0, 7.0 );
glMatrixMode( GL_MODELVIEW );

near_plane = 3.0;
far_plane = 7.0;
maxObjectSize = 3.0F;
radius = near_plane + maxObjectSize/2.0;

latitude = 0.0F;
longitude = 0.0F;
latinc = 6.0F;
longinc = 2.5F;

createObjects();
}

void polarView(GLdouble radius, GLdouble twist, GLdouble latitude,
GLdouble longitude)
{
glTranslated(0.0, 0.0, -radius);
glRotated(-twist, 0.0, 0.0, 1.0);
glRotated(-latitude, 1.0, 0.0, 0.0);
glRotated(longitude, 0.0, 0.0, 1.0);

}

GLvoid drawScene(GLvoid)
{
glClear( GL_COLOR_BUFFER_BIT | GL_DEPTH_BUFFER_BIT );

glPushMatrix();

latitude += latinc;
longitude += longinc;

polarView( radius, 0, latitude, longitude );

glIndexi(RED_INDEX);
glCallList(CONE);

glIndexi(BLUE_INDEX);
glCallList(GLOBE);

glIndexi(GREEN_INDEX);
glPushMatrix();
glTranslatef(0.8F, -0.65F, 0.0F);
glRotatef(30.0F, 1.0F, 0.5F, 1.0F);
glCallList(CYLINDER);
glPopMatrix();

glPopMatrix();

SWAPBUFFERS;
}

Library: Use Opengl32.lib, Glu32.lib

А походу этот, пример под API, спасибо конечно,
но мне бы на MFC как-то, чтобы объявлялись нужные
классы вних нужные методы и потом они реализовывались.