To display an OpenCV image or video into your own MFC interface in Visual C++ you can use GDI's function but keep care of details.
Working as vision systems integrator usually you will have need to acquire and save great numbers of fames or video sequence on field, in order to perform a later processing or studies. In this cases it’s vital to store the image “as is” without alteration. This may be is not a problem if you use raw image format like bmp or xpm but you can’t use JPG/PNG or DiVx/MPEGn because image/video compression forma are quality lossy. A good solution is to use Lossless image format like JPG2000 or Lagarith lossless codec to have a good compression without loosing information.
This page shows some lossless codec, how to install and use it with OpenCV image library