1) seet tools->options->text editor->all languages->line numbers
2) using #include <iostream> is the preferred way for C++ for standard library includes, #include <iostream.h> is deprecated.
The major difference is that the first uses namespaces heavily, the second doesn't for backwards compatibility reasons.
3) You can write MFC code, but you won't get "wizards" and "designers" for your screens, you'll have to do them by hand.