The purpose of this section is to make you aware of potential legal problems. Be sure to read your licenses and to consult your lawyers. In any case you should not consider the remainder of this section to be authoritative since it has not been written by a lawyer.
During the compilation of your program, you will be combining code from several sources: your code, Winelib code, Microsoft MFC code, and possibly code from other vendor sources. As a result, you must ensure that the licenses of all code sources are obeyed. What you are allowed and not allowed to do can vary depending on how you combine the code and if you will be distributing it. For example, if you are releasing your code under the GPL or LGPL, you cannot use MFC because these licenses do not allow covered code to depend on libraries with non-compatible licenses. There is a workaround - in the license for your code you can make an exception for the MFC library. For details see The GNU GPL FAQ.
Wine/Winelib is distributed under the GNU Lesser General Public License. See the license for restrictions on the modification and distribution of Wine/Winelib code. In general it is possible to satisfy these restrictions in any type of application. On the other hand, MFC is distributed under a very restrictive license and the restrictions vary from version to version and between service packs. There are basically three aspects you must be aware of when using the MFC.
First you must legally get MFC source code on your computer. The MFC source code comes as a part of Visual Studio. The license for Visual Studio implies it is a single product that cannot be broken up into its components. So the cleanest way to get MFC on your system is to buy Visual Studio and install it via Wine or on a dual boot Linux box.
Then you must check that you are allowed to recompile MFC on a non-Microsoft operating system! This varies with the version of MFC. The MFC license from Visual Studio 6.0 reads in part:
1.1 General License Grant. Microsoft grants to you as an individual, a personal, nonexclusive license to make and use copies of the SOFTWARE PRODUCT for the sole purposes of designing, developing, and testing your software product(s) that are designed to operate in conjunction with any Microsoft operating system product. [Other unrelated stuff deleted.]
So it appears you cannot even compile MFC for Winelib using this license. Fortunately the Visual Studio 6.0 service pack 3 license reads (the Visual Studio 5.0 license is similar):
1.1 General License Grant. Microsoft grants to you as an individual, a personal, nonexclusive license to make and use copies of the SOFTWARE PRODUCT for the purpose of designing, developing, and testing your software product(s). [Other unrelated stuff deleted]
So under this license it appears you can compile MFC for Winelib.
Finally you must check whether you have the right to distribute an MFC library. Check the relevant section of the license on "redistributables and your redistribution rights". The license seems to specify that you only have the right to distribute binaries of the MFC library if it has no debug information and if you distribute it with an application that provides significant added functionality to the MFC library.