your problem isn't making the DC the child window, it's knowing which child has the appropriate DC. i'm not in the mood to refresh myself with MDI + MFC but here's the general approach:
// have all your drawing methods in one object
for all DC's you have
draw to the current DC
go to the next DC
so of course, this approach requires you to store in a container all the DCs you'll use.
if each child will modify an abstract object [say, a 3D model or something], then you can further extend that drawing object mentioned above to have input functions to add vertices and such from each child.
I would go in and work out real code to provide a better example but I have no access to an ms box with the approriate programming tools/libraries. that and i'm cramming for finals now so... if you can post sample code... we might all be able to poke around with it.