Fujie -
You can find this information in the Microsoft documentation. Check out
Working with MDI Applications and Creating Menus in MSDN online. This topic walks you through creating an MDI application. You should be able to use this topic along with the application note you referenced to learn how to create an MDI application.
There isn't anything specific support in Measurement Studio that is particular to MDI, SDI, or dialog-based applications. All of the specific support for these application types is build into the MFC framework. Consequently, MFC documentation is the best place for you to go to find out about these types of applications.
One piece of advice I can give is that MFC documentation tends to assume you will use CView as the base class of your child windows. However, you will typically want to use CFormView as the base class of your child windows for applications in which you are using Measurement Studio user interface controls.