How to establish a network between ROS and a Windows MFC Application?

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I have not personally tried it but from purely networking perspective it looks that all networking ports from WSL are simply exposed to Windows OS. For example, if you have ROS core running on http://localhost:11311/ in WSL then you should be able to access ROS core from Windows on the same PC. See this FAQ from Microsoft

For distributed scenario (i.e. two different devices) theoretically it should be the same thing as long as you configure ROS properly for distributed scenario - see http://wiki.ros.org/ROS/Tutorials/Mul...

You are also asking separate question about technology choice that goes beyond ROS:

Yes, from my experience rosbridge and rosbridge protocol is a solid solution to integrate ROS with non-ROS systems. It has multiple clients in various languages:

• JavaScript - roslibjs
• Python - roslibpy
• Java - jrosbridge
• C++ - rosbridgecpp