MFC on Dev C++?

Can anyone give me advice on how to set this up? Or if I can even get it?

MFC comes with Visual C++. Dev-Cpp doesn't support it.

MFC is a library right? If you have the library, why wouldn't the compiler be able to support it?

MFC is compiler specific to MSVC++. It is their technology. You can find things that will compile on Borland's compiler and and not on any other's.

MFC is a library and it can work with any compiler. The problem is that MSVC++ generates quite a bit of source code for you that you would have to write yourself with any other compiler. It's just not worth trying to use MFC unless you are using the microsoft compiler.

MFC is a library, but it uses features on the VC++ compiler which are not supported on other compilers and are not available in the C++ standart itself. These features are additions to the standart C++ and are not supported on compiler other of this on VC++.

For example see the description of the DECLARE_DYNAMIC and DECLARE_DYNCREATE macros in MSDN. They are used for dynamic creations of objects, whose type is not known at the compiling time.

Open Watcom claims to include MFC.