We are starting to use Winforms mixed with MFC.
I would create a C++ View window managing the Winforms sub-window.
We found information on the net how to create and reparent a WinForms window.

   /// <summary>
   /// Win32 wrapper for API call SetParent
   /// </summary>
   public class Win32
   {
       [DllImport("user32.dll", CharSet = CharSet.Auto)]
       private static extern int SetParent(int hWndChild, int hWndNewParent);

       public static void SetParentWnd(int hWndChild, int hWndNewParent)
       {
           try
           {
               SetParent(hWndChild, hWndNewParent);
           }
           catch (Exception e)
           {
               ScLog.Debug("EchoDotNet2", "Win32.SetParentWnd() call caused
exception: " + e.Message);
           }
       }
   }

Creating Winforms: TheForm is a Winform class:
                   m_theForm = new TheForm();

                   VoidPtr rootWindow; // Window handle from C++

                   // Set Win32 parent window (from host), needed for true
Win32 parent/child
                   Win32.SetParentWnd(m_theForm.Handle.ToInt32(),
rootVP.ToInt32());

               // Show it
               m_theForm.Show();

Also handle window resize when the C++ View resizes:
               System.Drawing.Point pt = new System.Drawing.Point(m_size.X,
m_size.Y);
               m_theForm.Location = pt;
               m_theForm.Width = m_size.Width;
               m_theForm.Height = m_size.Height;

This + a bit of glue to create from C++ and pass window + Rect on resize may
give you a start.

Cheers
Ditlef