Because I'm not too familiar with Linux yet, I might install the Windows version until I become familiar with Code::Blocks. I use MFC a lot - so should I choose the version with MINGW compiler or the version with no compiler? (in fact, is there even support for MFC?)
It is highly recommended to not use version RC2 (its too old), but to use a current nightly version.
Grab a nightly
here and migw, the win32 port of gcc,
here.
Sorry, you won't be able to use mfc with mingw, since it is a microsoft product for sale (anyway, afaik it hasn't been improved for some time in favor of .net now).
I was using MFC, too and I recommend you to try out the
wxWidgets framework.
It should be very easy for you, since wxWidgets code style is very similar to mfcs one (see this article:
http://www.codeproject.com/library/wxwidgets.asp).
wxWidgets also has the advantage, that it is OpenSource, cross platform, and it looks native on each platform.