CALLBACK func in MFC?

[Phiru]

I used to be an API user;
With API, I made procedure like this.
BOOL CALLBACK MyProc(HWND, ....);
Now, I try making MFC Project with VS 2010.
Do I have to make callback func like I did with API?
Or is there a way to state callback func in .h file and
define it in .cpp file??
I don't know how.
For instance; With API I define
EnumWindows(MyEnumWindowsProc, lparam){...}
BOOL CALLBACK MyEnumWindowsProc(HWND, LPARAM){...}
in .cpp file.

With MFC, I have .h and .cpp file called "class"
Can I state like BOOL CALLBACK MyEnumWindowProc in .h file?
Also can I define it in .cpp file??

Thanks.