Just to learn OpenGL, without wasting time on Win32 programming, MFC and any other UI framework, you can use GLUT.
To make a real program, you need to decide which UI framework you want to use: Win32 API, MFC, Qt, .NET etc. Then look for OpenGL resources for selected environment.
For MFC, there are ready for use Application Wizards, which create basic MFC program with OpenGL support. You can see the link to one of them in my previous post.