I don't use MFC at all, but I've read posts from Ancient Dragon over at daniweb where the question has come up, and he stated you need the professional edition of VC 8 to get MFC. I'd put a great deal of stock in anything he said, as he is rather authoritatrive in such matters. I have VS 2008 Pro myself, but don't use it anyway; I prefer to do straight Win32 Sdk. Small tight code; no mysteries; no wizard code.
It is not included in the VC++ Free Edition. You need the Standard Edition or above. However, there are alternatives to the MFC. Not many use MFC alternatives or MFC at all since it's not that big of a deal.
MFC and Visual C++ 2008 express