Theres lots of books, lots of APIs and even lots of ways within the MS framework to create GUI's. You can use the Visual C++ .NET way of doing things ("managed" C++ code), you can still do it old-school and #include <windows.h>, you can use MFC (Microsoft Foundation Classes) which are like an OO wrapper around the Win32 API, and if portability across platforms (to an extent...) is an issue, you can write GUI code in:
Java (recommended, read the
Java Swing Tutorial)
Wx Widgets, a cross-platform C++ windowing API
The C++ bindings to GTK
(recommended!)
Theres more, GTK (Gnome TookKit) is a popular one, especially for Linux programming and yes, you can make your programs run on Windows nicely as well, QT is fairly popular but with restrictive licensing, Java is nice and fairly portable but dont buy into the hype, it needs some platform modifications (especially on Macs!).
Heres a few resources I compiled for someone to get started in Windows programming in C or C++, using Win32. I suggest you learn Win32 first then move on to MFC to make your life easier. Spend lots of time in Win32 land.
I highly recommend you be confident with some of the trickier parts of C (structures, pointers to structures, user-defined types, pointers and the address operator, maybe more I cant remember). The nice thing about Win32 is you can do it with Dev-C++, your headers are already installed properly so you can just get started coding. Just be careful to setup the right kind of project (Win32 Application, C++) and you're ready to go. You can also use Visual Studio .NET like I usually do. I looked into the new "managed C++" way of .NET programming and I'm not a fan.
Heres the small list, Windows programming can get ugly, but you need to do at least 3-5 tutorials to start getting it. Once you see the same stuff over, and over it gets easier, the first look might scare the heck out of you, just stick with it, most of the junk is required by Windows.
Win32 - The classic way that still holds true
http://www.winprog.org/ <- My Favorite
http://www.relisoft.com/Win32/
http://www.functionx.com/win32/
The Bible <- after reading tutorials, if you decide to get serious this book is one of the best