I know for a fact that ON_WM_CREATE and ON_WM_SHOWWINDOW are supported. Those are very rudimentary, and are often used.
I just took another look at your linker errors. allocateControls is not familiar to me. I searched the MFC source code (the entire source code is provided by MS - it should already be installed for you as well) for allocateControls and that text does not exist in either the headers or the MFC source. That string doesn't even get any hits with Google. So that is definitely not part of MFC. Are you sure the source code you're working with builds for any (ie non-Windows CE) target?
Dan East