The sizes and other characteristics of the built-in types such as int and long can vary from one compiler to another, usually depending on the underlying architecture of the system on which the code is running.
For example, on the 16-bit systems on which Windows was originally implemented, int was just 16 bits. On more modern systems, int is 32 bits.
Microsoft gets to define types like DWORD so that their sizes remain the same across different versions of their compiler, or of other compilers used to compile Windows code.
And the names are intended to reflect concepts on the underlying system, as defined by Microsoft. A DWORD is a "double word" (which, if I recall correctly, is 32 bits on Windows, even though a machine "word" is probably 32 or even 64 bits on modern systems).
It might have been better to use the fixed-width types defined in uint16_t and uint32_t -- but those were only introduced to the C language by the 1999 ISO C standard (which Microsoft's compiler doesn't fully support even today).
If you're writing code that interacts with the Win32 API, you should definitely use the types defined by that API. For code that doesn't interact with Win32, use whatever types you like, or whatever types are suggested by the interface you're using.
