Las MFC son un infierno y te recomiendo que las dejes lo más pronto posible, de todas maneras fijate si este ejemplo de la MSDN te ayuda:
// Gain a pointer to our tree control
CTreeCtrl* pCtrl = (CTreeCtrl*) GetDlgItem(IDC_TREE1);
ASSERT(pCtrl != NULL);
// Insert a root item using the structure. We must
// initialize a TVINSERTSTRUCT structure and pass its
// address to the call.
TVINSERTSTRUCT tvInsert;
tvInsert.hParent = NULL;
tvInsert.hInsertAfter = NULL;
tvInsert.item.mask = TVIF_TEXT;
tvInsert.item.pszText = _T("United States");
HTREEITEM hCountry = pCtrl->InsertItem(&tvInsert);
// Insert subitems of that root. Pennsylvania is
// a state in the United States, so its item will be a child
// of the United States item. We won't set any image or states,
// so we supply only the TVIF_TEXT mask flag. This
// override provides nearly complete control over the
// insertion operation without the tedium of initializing
// a structure. If you're going to add lots of items
// to a tree, you might prefer the structure override
// as it affords you a performance win by allowing you
// to initialize some fields of the structure only once,
// outside of your insertion loop.
HTREEITEM hPA = pCtrl->InsertItem(TVIF_TEXT,
_T("Pennsylvania"), 0, 0, 0, 0, 0, hCountry, NULL);
// Insert the "Washington" item and assure that it is
// inserted after the "Pennsylvania" item. This override is
// more appropriate for conveniently inserting items with
// images.
HTREEITEM hWA = pCtrl->InsertItem(_T("Washington"),
0, 0, hCountry, hPA);
// We'll add some cities under each of the states.
// The override used here is most appropriate
// for inserting text-only items.
pCtrl->InsertItem(_T("Pittsburgh"), hPA, TVI_SORT);
pCtrl->InsertItem(_T("Harrisburg"), hPA, TVI_SORT);
pCtrl->InsertItem(_T("Altoona"), hPA, TVI_SORT);
pCtrl->InsertItem(_T("Seattle"), hWA, TVI_SORT);
pCtrl->InsertItem(_T("Kalaloch"), hWA, TVI_SORT);
pCtrl->InsertItem(_T("Yakima"), hWA, TVI_SORT);