1- First read those links (if you prefer):
Microsoft Windows SDK Blog
Which SDK is Right for Me?
Using GDI+ with MFC or native C/VC++
2- Download and install ISO image of:
Windows SDK for Windows Server 2008 and .NET Framework 3.5
It provides the documentation, samples, header files, libraries, and tools (including C++ compilers) that you need to develop applications to run on Windows Server 2008 and the .NET Framework 3.5. This SDK is compatible with Visual Studio® 2008, including Visual Studio Express Editions, which are available free of charge.
3- Download and installing exe file of:
Microsoft Visual Studio 2008 Service Pack 1 Update (KB974479)
There is a known incompatibility between the Microsoft Windows Software Development Kit for Windows Server 2008 and .NET Framework 3.5, and Microsoft Visual Studio 2008 Service Pack 1 which is manifested when the ATL Security Update (KB971092) is installed. This update addresses the issue. After you install this update, you may have to restart your computer.
Use Virtual-CD to open ISO
Allow autorun to start installing SDK
When installation is finished, then restart and then install KB974479
Right click project name and select Properties
Add libarary directory to General/Additional Library Directories
Add Gdiplus.lib to input/Aditional Dependencies, you may instead use "#pragma comment(lib,"gdiplus.lib")"
Adjust your stdafx.h by adding appropriate header, namespace and pragma "if pragma is needed"
declare tokken member in CWinAppEx drived class
Initialize GDI+ inside CwinAppEx::InitInstance
Finalize GDI+ at the end of your application CWinAppEx::ExitInstance
Start using GDI+ functionality to render your document