First, you need a compiler. Popular non-Microsoft compilers for Windows include the free command-line Borland compilers, gcc-based command-line Minimalist GNU for Windows (MinGW), Code::Blocks IDE, and BloodShed IDE.
But the standard for Windows programming is the Microsoft Visual C++
compilers. The "Visual" has always been something of a
misnomer--it's just a normal C++ compiler. The 2003 version is
called ".NET" (since the compiler is written using the .NET runtime),
but again it accepts plain old C++ like any other compiler.
Visual C++ .NET (Version 7, the 2003 IDE) is installed in the Chapman Lab. The academic version is also available at the UAF tech center for $99.
You can download the "Express" version of the latest Visual C++ 2005 IDE (Version 8) for free from Microsoft; be sure to also get the Windows Platform SDK for "windows.h" and the GUI libraries. Together, these are at least a few hundred meg download.
I've also got a 20MB download with stripped-down command-line
versions of the free Version 7 Microsoft compilers and headers. I
call it "OrionDev",
which you can unzip to C:\Program Files. This doesn't have the
IDE, but it's all command-line folks need. It's preinstalled on
the images\winXP image on the OS Sampler DVD.
Second, you need documentation on the C++ routines to call.
The MSDN Library is the official Microsoft repository of all API calls. For the most part, it's understandable and there are good hyperlinks--for example, see CreateProcess. But it's slow going, and finding the routine you need can be frustrating.
Win32 Tutorials are a simpler way to learn the basics. I'm not partial to any one tutorial, so just Google it.
Finally, you need some example code. These packages will work with all the compilers listed above, as well as Visual C++ 6.