Application structure with three main windows - mfc

Question

I want to build a level/game editor that looks like the Skyrim Creation Kit. On the image you can see:
the main window/frame with a menu, a toolbar and a status bar at the bottom,
the Render Window that displays the current loaded level,
the Object Window that contains every objects/entities used in the game,
and the Cell View that contains on the left a list of all the levels and on the right all the entities belonging to the current loaded level.
One thing to note is that these three windows are floating, you can move them around and should always be present while editing a level.
I'd like to have some advice on how should I structure my MFC project in order to mimic the Skyrim editor: I don't know if I should use CDialog or simply CFrames for each window. If you want to know what I've done, you can read the following paragraphs.
Here is a picture showing what I've managed to do.
With MSVC I created an MFC project "based on dialogbox" but I don't know if it is a mistake, maybe I should have chosen the SDI template because there is indeed a single document (the document is all the data for the game which consists of entities, levels, spritesheets, sounds effects, scripts, dialogues...).
For now I have managed to create the main window and the render window. The main window is derived from CDialogEx and is created by calling DoModal() in the InitInstance() of the applciation.
BOOL CGameEditorApp::InitInstance() {
// ...
CGameEditorDlg dlg; // main window derived from CDialogEx
m_pMainWnd = &dlg;
INT_PTR nResponse = dlg.DoModal();
// ...
}
Inside OnInitDialog() of the main window, I create the render window like so
BOOL CGameEditor1Dlg::OnInitDialog() {
// ...
m_RenderWindow.Create(IDD_DLG_RENWIN);
// ...
}
Now I have a problem when trying to create the object window. In order to replicate the one of the Skyrim editor, I want a CSplitter with one row and two columns: the left pane would have the Filter option and a CTreeCtrl and the right pane would have a CListCtrl. So I tried to use a CDialog jsut like the render window but it appears that it is not possible to split a CDialog object. Now I've found a code sample where a CFrameWnd was created inside a CDialog and then a CSplitter was possible inside this frame but I cannot make it working since my knowledge of MFC is very little.