Understanding Class Interaction (Collaboration)

I downloaded code from MSDN that generates a window. The window is a class which includes all the information about it and the main message loop. In this window i've sketched a basic map using rectangles and set up some user input using the message loop. The main function calls an object (the window class) and you can move around the screen using the arrow keys.

At some point, the player is going to have his own class object and the window will need to know where it is located. There may be an obstacle the player needs to overcome (another object). How do i get one class to talk directly to another? Does that have to be done outside of objects using procedural code? I'm trying to wrap my brain around how this works. If anyone could even throw me some keywords to google on the subject i'd appreciate it because i'm coming up blank.
bumping as it went off the first page.
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