C++ – MFC feature pack – dockable file explorer and dockable properties window

This is how I got it to work:

First

, as the others said, create an invisible toolbar next to your main toolbar (I'm using the usual names based on AppWizard's names):

MainFrm.h:
class CMainFrame
{
    //...    
    CMFCToolBar m_wndToolBar;
    CMFCToolBar m_wndInvisibleToolBar;
    //...
};

MainFrm.cpp:
int CMainFrame::OnCreate(LPCREATESTRUCT lpCreateStruct)
{
    //...

    // Normal, visible toolbar
    if(m_wndToolBar.Create(this,
        TBSTYLE_FLAT, WS_CHILD | WS_VISIBLE | CBRS_TOP | CBRS_GRIPPER | CBRS_TOOLTIPS | CBRS_FLYBY | CBRS_SIZE_DYNAMIC))
    {
        VERIFY( m_wndToolBar.LoadToolBar(
            theApp.m_bHiColorIcons ? IDR_MAINFRAME_256 : IDR_MAINFRAME) );

        // Only the docking makes the toolbar visible
        m_wndToolBar.EnableDocking(CBRS_ALIGN_ANY);
        DockPane(&m_wndToolBar);
    }

    // Invisible toolbar; simply calling Create(this) seems to be enough
    if(m_wndInvisibleToolBar.Create(this))
    {
        // Just load, no docking and stuff
        VERIFY( m_wndInvisibleToolBar.LoadToolBar(IDR_OTHERTOOLBAR) );
    }
}

Second: The images and toolbar resources

IDR_MAINFRAME and IDR_MAINFRAME_256 were generated by AppWizard. The former is the ugly 16 color version and the latter is the interesting high color version.
Despite its name, if I remember correctly, even the AppWizard-generated image has 24bit color depth. The cool thing: Just replace it with a 32bit image and that'll work, too.

There is the invisible toolbar IDR_OTHERTOOLBAR: I created a toolbar with the resource editor. Just some dummy icons and the command IDs. VS then generated a bitmap which I replaced with my high color version. Done!

Note

Don't open the toolbars with the resource editor: It may have to convert it to 4bit before it can do anything with it. And even if you let it do that (because, behind Visual Studio's back, wou're going to replace the result with the high color image again, ha!), I found that it (sometimes?) simply cannot edit the toolbar. Very strange.
In that case I advise to directly edit the .rc file.

It seems like it should be possible to do what you're suggesting, according to the information on this page in MSDN. I haven't tried this myself, so I don't know how difficult it will be in practice.

According to the documentation, you should create a class that inherits CSettingsStore to read and write the settings, and call CSettingsStoreSP::SetRuntimeClass so that the framework uses your class instead of the default.