You must correct initialize the MFC runtime before the first use, like it is
here described.
For updating the UI you must implement an interface function with JNI to the MFC-dll, in which the update (as message parameter) the signaled.
Because the JRE/JNI and the MFC are in different threads you need proper handling in the dll. The article
PostThreadMessage Demystified may guide you in the right direction.