Let m_wndControlBar is your Control Bar then, In OnCreateof your CFrameWnd add this lines after creating m_wndControlBar(May be at the end of the function).
m_wndControlBar.EnableDocking(CBRS_ALIGN_ANY);
EnableDocking(CBRS_ALIGN_ANY);
DockControlBar(&m_wndControlBar, AFX_IDW_DOCKBAR_BOTTOM);
Check MSDN for full info.