ATL is a technology specific for C++, specifically a set of template-based
classes for COM objects. But you can write COM component in .NET, see the
official documentation.

As starting point try this:

COM Interop Part 2: C# Server Tutorial
http://msdn.microsoft.com/library/en-us/csref/html/vcwlkcominteroppart2cservertu
torial.asp

Didn't you say you don't want to create a .Net application? You need to sort
that out first, either you use .Net or C++ with ATL. MMC snap-in is just a
COM object (which you can create using both) and .mmc file is just an XML
file describing what objects to instantiate (open one in Notepad to take a
look yourself).

Jerry