Start with the basics, Win32. It is old, but still works for desktop apps.
theForger's Win32 API Tutorial is a good place to start:
Win32 API is C, not C++. You can still compile it as C++.
If you want strictly C++ usage, MFC. The Microsoft Foundation Classes.
I don't know of any online tutorials for MFC.
A couple of oldies, but still good references for programming Windows:
Programming Windows®, Fifth Edition (Developer Reference) (1998)
Programming Windows with MFC, Second Edition (1999)
There has been a lot of changes to the Win32 API structure since Petzold's book was published, you will have to tweak some of the example code to get them to compile.
For me that was a good learning experience, trying to figure out what was outdated and needed to be fixed.