There are plenty of online Win32 tutorials:
http://www.zeusedit.com/forum/viewtopic.php?t=1218
There are plenty of compilers to choose from:
http://www.zeusedit.com/forum/viewtopic.php?t=238
I would also recommend getting the Borland Win32 SDK documentation in WinHelp file format:
http://www.zeusedit.com/forum/viewtopic.php?t=7
It only covers the bare basics of the Win32, but when starting, this can be helpful as it is less daunting and less bloated than the MSDN.