I am trying to use MFC classes to build a program. This is my fist time using the MFC classes and they dont seem to be working. I try to add CBitmap and get errors.

CBitmap bm;

and get errors:
error C2065: 'CBitmap' : undeclared identifier
error C2065: 'bm' : undeclared identifier

I am including "afxwin.h", but this dose not seem to help. What am i doing wrong?
I have tried on .NET and Visual C++ Express Edition.