Others have shown you how to convert it to a string assuming the byte* is a pointer to a character array. Here's an alternate answer where I assume that you want a string of the actual bytes the pointer is pointing to.
int len = 4;
BYTE* pBytes = bytes;
CString byteString;
for(int i=0; i<len; i++)
{
byteString.Format(L"%s %02x", byteString, *(pBytes + i));
}