Microsoft Foundation Classes. A C++ library for programming on Microsoft Windows. MFS started out as a thin wrapper over the Windows GUI API, but it has over time been expanded to cover all kinds of aspects, like e.g. C++ templates for programming COM servers.
MFC is not strictly part of the OS, but a library that comes with the VC++ compiler. It has been licensed by some (not all) other compilers as well. It is known for using non-portable C++ syntax, which makes it difficult to port it to free programming environments like Cygwin or Mingw.