> Is MFC gone?

No it's not. Microsoft deceided to release a free version of VS2005 called 'express'. But as we all know, microsoft doesn't really like giving things away for free, so they cut VS2005 down to size and called it 'express'. One of the features that was removed is the ability to make MFC applications. So if you want to create them, you should buy 'standard' or 'pro'.
Here's a link where you can find the differences between versions.

> What is CLR?
Click

Just on the link you posted about difference it didn't work so here is a working link!

http://msdn2.microsoft.com/en-us/vstudio/aa700921.aspx

NO YOU DONT!

you CAN make regular, non CLR apps, using either win32 or MFC. To do this you need to install and configure something called the Platform SDK. Instructions are on MS's site

I have the latest Platform SDK. I created an MFC mdi program using VC++ 6.0 so that it will generate the include files needed in stdafx.h then copied those into the stdafx.h that was generated by the VC++ 2005 Express. It compiles ok but will not link because it can not find nafxcwd.lib. The only place that file is located on my computer is in

I don't think it should be using either of those libraries because isn't the 64 in the path for 64-bit programs?

Its quite possible VC++ 2005 Express can not use the same set of MFC includes that VC++ 6.0 used even though the value of _WIN32_WINNT is set to 0x0501