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The // Constructors section of an MFC class declaration declares constructors (in the C++ sense) as well as any initialization functions required to really use the object. For example, CWnd::Create is in the constructors section because before you use the CWnd object it must be "fully constructed" by first calling the C++ constructor and then calling the Create function. Typically these members are public.
For example, class CStdioFile has three constructors, one of which is shown in the listing under An Example of the Comments.