The only thing you can do is something in the lines of wget. Download each page, parse it and get the next link.
This doesn't give you complete folder listings and may throw you to another http server also.
(usually, when someone asks if something can be done...i take a long time before saying no. In this case there's no doubt)
well yeah..if that's what he needs. If you have a better ideea, post it. Anyway, there's no way of listing files on a http server unless the server. If you're lucky, the server might print the contents of a folder into a html page but that still leaves you with a html page full of links.
Create your program (for example CDialog)
then go to resource and right click in resource and use Add resource in this window use Menu and ok
now you can insert elements after insert item you can right click in each element and use Add event handler... in the class list you can select your class and click Add and edit
then if it work you can see your function that depend to menu and write your code.
if you dont want to use resource you can create your menu (dymanic) that of course its not easy than to use above way