There are TONS of resources.
I guess that might be overwhelming for a "beginner" ;)
As far as "Windows", you could do worse than to start here:
I'd also recommend this:
- Programming from the Ground Up
'Hope that helps :)
PS:
As clarification:
You want to know how the bits you've "compiled" (into machine code) all come together by "linking". A totally fair question :)
It also helps to know a bit about how that machine code relates to a "running program"...
... and how a "running program" uses some bits from the (static) .exe, and other bits from the dynamic runtime (.dll's, or "dynamically linked libraries).
All of these details are often completely platform- and OS-specific
Hence the (varied) links.
Again, I hope all that helps with your initial question.