a window

//Include necessary Headers//
#include <windows.h>

//Define variables/constants//
LPCTSTR WndClassName = L"firstwindow";    //Define our window class name
HWND hwnd = NULL;    //Sets our windows handle to NULL

const int Width  = 800;    //window width
const int Height = 600;    //window height

//Functions//
bool InitializeWindow(HINSTANCE hInstance,    //Initialize our window
                      int ShowWnd,
                      int width, int height,
                      bool windowed);

int messageloop();    //Main part of the program

LRESULT CALLBACK WndProc(HWND hWnd,    //Windows callback procedure
                         UINT msg,
                         WPARAM wParam,
                         LPARAM lParam);

int WINAPI WinMain(HINSTANCE hInstance,    //Main windows function
                   HINSTANCE hPrevInstance, 
                   LPSTR lpCmdLine,
                   int nShowCmd)
{
    //Initialize Window//
    if(!InitializeWindow(hInstance, nShowCmd, Width, Height, true))
    {
        //If initialization failed, display an error message
        MessageBoxW(0, L"Window Initialization - Failed",
            L"Error", MB_OK);
        return 0;
    }

    messageloop();    //Jump into the heart of our program

    return 0;
}

bool InitializeWindow(HINSTANCE hInstance,    //Initialize our window
                      int ShowWnd,
                      int width, int height,
                      bool windowed)
{
    //Start creating the window//

    WNDCLASSEX wc;    //Create a new extended windows class

    wc.cbSize = sizeof(WNDCLASSEX);    //Size of our windows class
    wc.style = CS_HREDRAW | CS_VREDRAW;    //class styles
    wc.lpfnWndProc = WndProc;    //Default windows procedure function
    wc.cbClsExtra = NULL;    //Extra bytes after our wc structure
    wc.cbWndExtra = NULL;    //Extra bytes after our windows instance
    wc.hInstance = hInstance;    //Instance to current application
    wc.hIcon = LoadIcon(NULL, IDI_WINLOGO);    //Title bar Icon
    wc.hCursor = LoadCursor(NULL, IDC_ARROW);    //Default mouse Icon
    wc.hbrBackground = (HBRUSH)(COLOR_WINDOW + 2);    //Window bg color
    wc.lpszMenuName = NULL;    //Name of the menu attached to our window
    wc.lpszClassName = WndClassName;    //Name of our windows class
    wc.hIconSm = LoadIcon(NULL, IDI_WINLOGO); //Icon in your taskbar

    if (!RegisterClassEx(&wc))    //Register our windows class
    {
        //if registration failed, display error
        MessageBoxW(NULL, L"Error registering class",    
            L"Error", MB_OK | MB_ICONERROR);
        return 1;
    }

    hwnd = CreateWindowExW(    //Create our Extended Window
        NULL,    //Extended style
        WndClassName,    //Name of our windows class
        L"Window Title ----Hello",    //Name in the title bar of our window
        WS_OVERLAPPEDWINDOW,    //style of our window
        CW_USEDEFAULT, CW_USEDEFAULT,    //Top left corner of window
        width,    //Width of our window
        height,    //Height of our window
        NULL,    //Handle to parent window
        NULL,    //Handle to a Menu
        hInstance,    //Specifies instance of current program
        NULL    //used for an MDI client window
        );

    if (!hwnd)    //Make sure our window has been created
    {
        //If not, display error
        MessageBoxW(NULL, L"Error creating window",
            L"Error", MB_OK | MB_ICONERROR);
        return 1;
    }

    ShowWindow(hwnd, ShowWnd);    //Shows our window
    UpdateWindow(hwnd);    //Its good to update our window

    return true;    //if there were no errors, return true
}

int messageloop(){    //The message loop

    MSG msg;    //Create a new message structure
    ZeroMemory(&msg, sizeof(MSG));    //clear message structure to NULL

    while(true)    //while there is a message
    {
        //if there was a windows message
        if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE))
        {
            if (msg.message == WM_QUIT)    //if the message was WM_QUIT
                break;    //Exit the message loop

            TranslateMessage(&msg);    //Translate the message

            //Send the message to default windows procedure
            DispatchMessage(&msg);
        }
        else
        {    //Otherewise, keep the flow going

        }


    }

    return (int)msg.wParam;        //return the message

}

LRESULT CALLBACK WndProc(HWND hwnd,    //Default windows procedure
                         UINT msg,
                         WPARAM wParam,
                         LPARAM lParam)
{
    switch( msg )    //Check message
    {

    case WM_KEYDOWN:    //For a key down
        //if escape key was pressed, display popup box
        if( wParam == VK_ESCAPE ){
            if(MessageBoxW(0, L"Are you sure you want to exit?",
                L"Really?", MB_YESNO | MB_ICONQUESTION) == IDYES)

                //Release the windows allocated memory  
                DestroyWindow(hwnd);
        }
        return 0;

    case WM_DESTROY:    //if x button in top right was pressed
        PostQuitMessage(0);
        return 0;
    }
    //return the message for windows to handle it
    return DefWindowProc(hwnd,    
        msg,
        wParam,
        lParam);
}

学习地址：

https://www.braynzarsoft.net/viewtutorial/q16390-directx-11-an-introduction-to-the-win32-api