error C2039: 'SetPoint' : is not a member of 'CPoint'

The SetPoint function is indeed not included in this version. Probably it was added later. The CPoint class can accessed e.g. as:

CPoint pnt;
pnt = CPoint(10,2);

参考：http://65.39.148.52/Articles/30439/How-to-compile-MFC-code-in-Visual-C-Express?msg=3396605#xx3396605xx