Code:
CStringArray FileNameArray;
HANDLE hFileFind=NULL;       //handle of file found by FindFile function
WIN32_FIND_DATA FileFindData;
int ReturnCode;

hFileFind=FindFirstFile("C:\\MyDirectory\\*.*, &FileFindData);  //note \\ is C syntax for a backslash char
if(hFileFind==INVALID_HANDLE_VALUE)
   return;

//make sure that only files, and not folders, are put in the list
if((FileFindData.dwFileAttributes & FILE_ATTRIBUTE_DIRECTORY)==0)
  FileNameArray.Add(FileFindData.cFileName);

while(TRUE){
   ReturnCode = FindNextFile(hFileFind,&FileFindData);
   if(ReturnCode==0){   //0 means no more files or some other error
     FindClose(hFileFind);
     return;
     }
  //make sure that only files, and not folders, are put in the list
  if((FileFindData.dwFileAttributes & FILE_ATTRIBUTE_DIRECTORY)==0)
    FileNameArray.Add(FileFindData.cFileName);
  }