Show week number and ISO_8601

CXTPDatePickerControl wndDatePicker;
wndDatePicker.SetShowWeekNumbers( TRUE );

How to bring numbers of weeks to such a format?

ISO 8601 includes the ISO week date system, a numbering system for weeks – each week begins on a Monday and is associated with the year that contains that week's Thursday (so that if a year starts in a long weekend Friday–Sunday, week number one of the year will start after that). For example, week 1 of 2004 (2004W01) ran from Monday 29 December 2003 to Sunday, 4 January 2004, because its Thursday was 1 January 2004, whereas week 1 of 2005 (2005W01) ran from Monday 3 January 2005 to Sunday 9 January 2005, because its Thursday was 6 January 2005 and so the first Thursday of 2005. The highest week number in a year is either 52 or 53 (it was 53 for year 2004).

It supports it.

The FirstWeekOfYearDays property contains the current required number of year days that occur in the first week of the year.

The FirstWeekOfYearDays property is needed because the first week of the year can be different depending on how many days occur in the first week.  For example, in Germany the first week of the year has to be a week with at least four days.  In the United States the first calendar week starts with January 1st.

            wndDatePicker.FirstWeekOfYearDays = 1
            wndDatePicker.FirstWeekOfYearDays = 4
            wndDatePicker.FirstWeekOfYearDays = 7

            wndDatePicker.FirstDayOfWeek = 4 ' Wednesday

It depends on your country.  If you are the same as Germany, then yes, you only need wndDatePicker.FirstWeekOfYearDays = 4

I can get LOCALE_IFIRSTWEEKOFYEAR from GetLocaleInfo
http://msdn.microsoft.com/en-us/library/dd373772%28VS.85%29.aspx

Value	Meaning
0	Week containing 1/1 is the first week of the year. Note that this can be a single day, if 1/1 falls on the last day of the week.
1	First full week following 1/1 is the first week of the year.
2	First week containing at least four days is the first week of the year.

Please write corresponding FirstWeekOfYearDays values:
if LOCALE_IFIRSTWEEKOFYEAR = 0 then FirstWeekOfYearDays=?
if LOCALE_IFIRSTWEEKOFYEAR = 1 then FirstWeekOfYearDays=?
if LOCALE_IFIRSTWEEKOFYEAR = 2 then FirstWeekOfYearDays=?